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

V-Lab

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V-Lab

Baytex Energy Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 25th, 2024:41.17% (-1.09%)

Analysis last updated: Thursday, April 25, 2024 at 01:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9934	3.96
$α$	0.0752	8.11
$β$	0.9204	99.17
$γ_{1}$	0.0201	2.85
$γ_{2}$	-0.0300	-3.30

Estimation Period:
Sep 8, 2003 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts