V-Lab: Veresen Inc Asy. MEM Volatility Analysis

V-Lab

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V-Lab

Veresen Inc Asy. MEM Volatility Analysis

Volatility Prediction for Thursday, October 5th, 2017:21.72% (+2.97%)

Analysis last updated: Wednesday, October 4, 2017 at 08:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0842	13.62
$α$	0.1959	22.60
$β$	0.7495	112.80
$γ$	0.0890	5.73

Estimation Period:
Jan 7, 1998 to Sep 29, 2017

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts