V-Lab: CLP Holdings Ltd Asy. Power MEM Volatility Analysis

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V-Lab

CLP Holdings Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:13.07% (-0.13%)

Analysis last updated: Tuesday, November 12, 2024 at 08:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0153	23.54
$α$	0.1614	48.52
$β$	0.8386	247.01
$γ$	0.0246	3.77
$δ$	1.1340	33.20

Estimation Period:
Jan 1, 1990 to Nov 8, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts