V-Lab: Chesapeake Energy Corp EGARCH Volatility Analysis

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V-Lab

Chesapeake Energy Corp EGARCH Volatility Analysis

Volatility Prediction for Tuesday, April 23rd, 2024:19.64% (-0.06%)

Analysis last updated: Monday, April 22, 2024 at 09:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0203	10.61
$α$	0.1445	40.43
$β$	0.9953	1860.35
$γ$	-0.0341	-7.91

Estimation Period:
Feb 16, 1993 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts