V-Lab: Great Plains Energy Inc MEM Volatility Analysis

V-Lab

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V-Lab

Great Plains Energy Inc MEM Volatility Analysis

Volatility Prediction for Tuesday, June 5th, 2018:23.10% (+1.08%)

Analysis last updated: Monday, June 4, 2018 at 10:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0623	11.21
$α$	0.2057	32.06
$β$	0.7536	190.63

Estimation Period:
Jan 2, 1990 to Jun 1, 2018

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts