V-Lab: ARC Resources Ltd GJR-GARCH Volatility Analysis

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V-Lab

ARC Resources Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:22.47% (-0.82%)

Analysis last updated: Saturday, April 20, 2024 at 01:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0393	17.18
$α$	0.0503	21.28
$β$	0.9130	507.52
$γ$	0.0617	10.47

Estimation Period:
Jul 11, 1996 to Apr 19, 2024

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Volatility Forecasts