V-Lab: ARC Resources Ltd Asy. Power MEM Volatility Analysis

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V-Lab

ARC Resources Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:32.90% (+2.53%)

Analysis last updated: Thursday, May 2, 2024 at 02:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0566	35.41
$α$	0.2525	80.05
$β$	0.7237	205.77
$γ$	0.1349	24.24
$δ$	0.5000	29.97

Estimation Period:
Jul 11, 1996 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts