V-Lab: Bonavista Energy Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Bonavista Energy Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, August 14th, 2020:43.45% (-0.09%)

Analysis last updated: Thursday, August 13, 2020 at 11:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.6887	3.58
$α$	0.1838	7.45
$β$	0.7640	29.22
$γ_{1}$	0.2180	3.70
$γ_{2}$	-0.2822	-3.26
$γ_{3}$	0.0623	1.05
$γ_{4}$	0.0761	1.41
$γ_{5}$	-0.1220	-1.86
$γ_{6}$	0.0894	1.35
$γ_{7}$	-0.0204	-0.39
$γ_{8}$	-0.0639	-1.88

Estimation Period:
May 1, 1991 to Aug 7, 2020

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Volatility Forecasts

Volatility Forecasts