V-Lab: Electricite de France SA Asy. Power MEM Volatility Analysis

V-Lab

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V-Lab

Electricite de France SA Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, May 18th, 2023:2.35% (-0.02%)

Analysis last updated: Friday, May 19, 2023 at 01:08 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0294	7.28
$α$	0.2286	59.23
$β$	0.7684	114.65
$γ$	0.1059	12.71
$δ$	0.5515	4.75

Estimation Period:
Nov 18, 2005 to May 12, 2023

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts