Calpine LLC Asy. MEM Volatility Analysis
Inactive
Last recorded values (Friday, March 9th, 2018):
1 Day
2.80%
1 Week
2.87%
1 Month
3.13%
Analysis last updated: Thursday, March 8, 2018 at 10:58 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0008 | 3.83 | |
| 0.0888 | 22.65 | |
| 0.8694 | 234.59 | |
| 0.0837 | 11.85 |
Estimation Period:
Jan 11, 2008 to Mar 2, 2018
Jan 11, 2008 to Mar 2, 2018
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