V-Lab: Atco Ltd/Canada Asy. Power MEM Volatility Analysis

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V-Lab

Atco Ltd/Canada Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:20.29% (+1.57%)

Analysis last updated: Thursday, May 9, 2024 at 12:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0426	24.27
$α$	0.1375	51.30
$β$	0.8468	280.69
$γ$	0.0435	6.32
$δ$	1.9565	56.00

Estimation Period:
Jan 2, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts