Calpine LLC MEM Volatility Analysis
Inactive
Last recorded values (Friday, March 9th, 2018):
1 Day
2.90%
1 Week
2.95%
1 Month
3.11%
Analysis last updated: Thursday, March 8, 2018 at 10:57 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0005 | 0.58 | |
| 0.1355 | 30.48 | |
| 0.8645 | 226.84 |
Estimation Period:
Jan 11, 2008 to Mar 2, 2018
Jan 11, 2008 to Mar 2, 2018
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