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

V-Lab

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V-Lab

ARC Resources Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, April 24th, 2024:21.99% (+0.37%)

Analysis last updated: Wednesday, April 24, 2024 at 12:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6437	6.01
$α$	0.1114	9.53
$β$	0.8490	55.33
$γ_{1}$	-0.1050	-3.44
$γ_{2}$	0.2044	4.62
$γ_{3}$	-0.1843	-5.98
$γ_{4}$	0.1388	4.59
$γ_{5}$	-0.0495	-1.70
$γ_{6}$	-0.0972	-2.43

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts