V-Lab: Crescent Point Energy Corp AGARCH Volatility Analysis

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V-Lab

Crescent Point Energy Corp AGARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:23.10% (-0.44%)

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
$ω$	0.0148	5.91
$α$	0.0895	40.16
$β$	0.9104	420.91
$γ$	0.4809	16.21

Estimation Period:
Sep 10, 2003 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts