V-Lab: Canadian Natural Resources Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

Canadian Natural Resources Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, April 16th, 2024:27.48% (+1.03%)

Analysis last updated: Tuesday, April 16, 2024 at 12:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.7444	15.92
$α$	0.0532	48.31
$β$	0.9897	1388.13
$ν$	6	14.40

Estimation Period:
Jan 1, 1990 to Apr 12, 2024

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