V-Lab: Emera Inc Asy. Power MEM Volatility Analysis

V-Lab

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V-Lab

Emera Inc Asy. Power MEM Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:16.21% (+0.28%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0440	32.80
$α$	0.2029	67.03
$β$	0.7745	220.73
$γ$	0.0840	16.56
$δ$	1.2616	31.34

Estimation Period:
Aug 12, 1992 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts