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

V-Lab

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V-Lab

CES Energy Solutions Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:40.85% (-0.82%)

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
$ω$	0.8295	4.66
$α$	0.0392	4.35
$β$	0.9313	54.36
$γ_{1}$	-0.1946	-2.19
$γ_{2}$	0.1878	1.23
$γ_{3}$	0.1947	1.35
$γ_{4}$	-0.3747	-2.64
$γ_{5}$	0.3392	2.58
$γ_{6}$	-0.3209	-2.00
$γ_{7}$	0.2513	1.82

Estimation Period:
Mar 2, 2006 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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