V-Lab: Kina Petroleum Ltd Asy. Power MEM Volatility Analysis

V-Lab

| |

V-Lab

Kina Petroleum Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, April 4th, 2019:121.12% (-1.96%)

Analysis last updated: Wednesday, April 3, 2019 at 05:42 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1494	2.75
$α$	0.0276	7.92
$β$	0.9619	218.76
$γ$	0.1820	5.27
$δ$	2.3413	14.83

Estimation Period:
Dec 27, 2011 to Mar 29, 2019

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts