V-Lab: Whitecap Resources Inc Asy. Power MEM Volatility Analysis

V-Lab

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V-Lab

Whitecap Resources Inc Asy. Power MEM Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:25.49% (-0.22%)

Analysis last updated: Tuesday, April 30, 2024 at 01:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1156	11.12
$α$	0.0509	18.82
$β$	0.9228	377.10
$γ$	0.1838	12.95
$δ$	2.7611	34.48

Estimation Period:
Jan 16, 2002 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts