V-Lab: Ovintiv Exploration Inc Asy. Power MEM Volatility Analysis

V-Lab

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V-Lab

Ovintiv Exploration Inc Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, February 14th, 2019:50.93% (-1.29%)

Analysis last updated: Wednesday, February 13, 2019 at 10:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0993	22.57
$α$	0.1446	49.06
$β$	0.8327	242.01
$γ$	0.1249	14.07
$δ$	1.0914	26.64

Estimation Period:
Nov 12, 1993 to Feb 8, 2019

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts