V-Lab: Capital Power Corp Asy. Power MEM Volatility Analysis

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V-Lab

Capital Power Corp Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:21.04% (-1.85%)

Analysis last updated: Saturday, April 20, 2024 at 01:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0727	23.63
$α$	0.2479	43.98
$β$	0.7039	102.09
$γ$	0.1261	16.80
$δ$	0.5545	13.85

Estimation Period:
Jun 26, 2009 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts