V-Lab: Riverstone Energy Ltd Asy. Power MEM Volatility Analysis

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V-Lab

Riverstone Energy Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, November 11th, 2024:17.31% (+0.62%)

Analysis last updated: Sunday, November 10, 2024 at 04:17 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0480	14.22
$α$	0.1562	32.64
$β$	0.8438	188.55
$γ$	0.1128	8.10
$δ$	1.8035	28.39

Estimation Period:
Oct 23, 2013 to Nov 8, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts