V-Lab: Baytex Energy Corp GJR-GARCH Volatility Analysis

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V-Lab

Baytex Energy Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:37.52% (-1.19%)

Analysis last updated: Friday, April 19, 2024 at 02:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0287	5.91
$α$	0.0389	12.09
$β$	0.9343	519.34
$γ$	0.0537	7.19

Estimation Period:
Sep 8, 2003 to Apr 12, 2024

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