V-Lab: Cenovus Energy Inc Asy. Power MEM Volatility Analysis

V-Lab

| |

V-Lab

Cenovus Energy Inc Asy. Power MEM Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:23.39% (-1.32%)

Analysis last updated: Friday, April 26, 2024 at 02:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0166	11.95
$α$	0.1514	51.74
$β$	0.8486	294.85
$γ$	0.1457	18.76
$δ$	0.6291	9.99

Estimation Period:
Nov 2, 2009 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts