V-Lab: Cenovus Energy Inc APARCH Volatility Analysis

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V-Lab

Cenovus Energy Inc APARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:23.22% (-0.46%)

Analysis last updated: Tuesday, May 7, 2024 at 01:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0186	10.63
$α$	0.0458	19.03
$β$	0.9542	435.33
$γ$	0.5333	15.86
$δ$	1.4412	24.70

Estimation Period:
Nov 2, 2009 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts