V-Lab: Athabasca Oil Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Athabasca Oil Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, April 24th, 2024:37.77% (-1.33%)

Analysis last updated: Wednesday, April 24, 2024 at 12:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6756	3.54
$α$	0.0736	4.96
$β$	0.8807	34.88
$γ_{1}$	-0.1061	-0.48
$γ_{2}$	0.2763	0.86
$γ_{3}$	-0.3940	-2.18
$γ_{4}$	0.5076	3.73
$γ_{5}$	-0.6353	-4.71
$γ_{6}$	0.5224	4.72

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts