V-Lab: Chesapeake Energy Corp Asy. Power MEM Volatility Analysis

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V-Lab

Chesapeake Energy Corp Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:30.33% (-1.88%)

Analysis last updated: Wednesday, May 8, 2024 at 09:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1047	12.81
$α$	0.1783	63.08
$β$	0.8217	297.92
$γ$	0.0144	1.75
$δ$	1.7130	38.59

Estimation Period:
Feb 16, 1993 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts