V-Lab: Canadian Utilities Ltd Asy. Power MEM Volatility Analysis

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V-Lab

Canadian Utilities Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Friday, September 20th, 2024:14.97% (+0.77%)

Analysis last updated: Friday, September 20, 2024 at 12:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0558	33.55
$α$	0.2108	60.10
$β$	0.7641	201.97
$γ$	0.0348	5.97
$δ$	1.4015	21.57

Estimation Period:
Jan 1, 1990 to Sep 13, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts