V-Lab: Enbridge Inc Asy. Power MEM Volatility Analysis

V-Lab

| |

V-Lab

Enbridge Inc Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:18.54% (+3.26%)

Analysis last updated: Thursday, May 9, 2024 at 12:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0475	28.86
$α$	0.1873	52.05
$β$	0.7932	213.45
$γ$	0.0694	11.88
$δ$	1.4875	27.66

Estimation Period:
Mar 20, 1991 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts