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

V-Lab

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V-Lab

Bonavista Energy Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, August 14th, 2020:62.97% (-0.08%)

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
$ω$	5.6280	3.62
$α$	0.1769	7.32
$β$	0.7695	28.67
$γ_{1}$	0.2234	3.82
$γ_{2}$	-0.2906	-3.40
$γ_{3}$	0.0660	1.13
$γ_{4}$	0.0771	1.45
$γ_{5}$	-0.1287	-1.98
$γ_{6}$	0.1044	1.58
$γ_{7}$	-0.0548	-0.98
$γ_{8}$	0.0483	0.49

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts