V-Lab: Via Renewables Inc Asy. Power MEM Volatility Analysis

V-Lab

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V-Lab

Via Renewables Inc Asy. Power MEM Volatility Analysis

Volatility Prediction for Friday, May 17th, 2024:10.85% (-0.85%)

Analysis last updated: Thursday, May 16, 2024 at 10:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1126	8.00
$α$	0.2903	48.58
$β$	0.6893	104.99
$γ$	0.0360	3.79
$δ$	0.7699	8.55

Estimation Period:
Jul 29, 2014 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts