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

V-Lab

| |

V-Lab

Riverstone Energy Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Friday, September 20th, 2024:22.45% (+1.31%)

Analysis last updated: Saturday, September 21, 2024 at 12:31 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0490	14.24
$α$	0.1571	32.38
$β$	0.8429	186.24
$γ$	0.1133	8.06
$δ$	1.7992	28.28

Estimation Period:
Oct 23, 2013 to Sep 13, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts