V-Lab: China Coal Energy Co Ltd Asy. Power MEM Volatility Analysis

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V-Lab

China Coal Energy Co Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:41.59% (+2.16%)

Analysis last updated: Wednesday, May 15, 2024 at 11:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0747	11.73
$α$	0.1805	51.04
$β$	0.8124	223.73
$γ$	0.0010	0.15
$δ$	1.3484	17.34

Estimation Period:
Dec 19, 2006 to May 14, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts