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

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V-Lab

Baytex Energy Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:37.56% (-1.38%)

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
$ω$	0.6388	2.83
$α$	0.0780	7.87
$β$	0.9128	81.11
$γ_{1}$	-0.0259	-1.21
$γ_{2}$	0.0732	2.34
$γ_{3}$	-0.1253	-4.52

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts