V-Lab: Athabasca Oil Corp APARCH Volatility Analysis

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V-Lab

Athabasca Oil Corp APARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:43.17% (-0.97%)

Analysis last updated: Saturday, April 20, 2024 at 01:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1395	7.84
$α$	0.0579	14.20
$β$	0.9319	306.83
$γ$	0.1863	9.05
$δ$	2.0652	23.24

Estimation Period:
Apr 8, 2010 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts