V-Lab: PetroChina Co Ltd Asy. Power MEM Volatility Analysis

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V-Lab

PetroChina Co Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Tuesday, May 14th, 2024:33.24% (-0.76%)

Analysis last updated: Wednesday, May 15, 2024 at 03:00 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0547	14.21
$α$	0.1634	50.99
$β$	0.8275	233.77
$γ$	-0.0097	-1.44
$δ$	1.4871	21.11

Estimation Period:
Apr 7, 2000 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts