V-Lab: Canadian Natural Resources Ltd AGARCH Volatility Analysis

V-Lab

| |

V-Lab

Canadian Natural Resources Ltd AGARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:24.39% (-0.30%)

Analysis last updated: Friday, April 19, 2024 at 02:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0504	9.57
$α$	0.0582	37.38
$β$	0.9257	547.45
$γ$	0.8351	16.42

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts