V-Lab: Athabasca Oil Corp APARCH Volatility Analysis

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V-Lab

Athabasca Oil Corp APARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:44.20% (-0.59%)

Analysis last updated: Friday, April 19, 2024 at 02:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1409	7.84
$α$	0.0582	14.18
$β$	0.9315	303.51
$γ$	0.1864	9.08
$δ$	2.0660	23.29

Estimation Period:
Apr 8, 2010 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts