V-Lab: Cenovus Energy Inc Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Cenovus Energy Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 25th, 2024:25.38% (-0.46%)

Analysis last updated: Thursday, April 25, 2024 at 01:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1520	7.31
$α$	0.0595	3.62
$β$	0.9237	49.44
$γ_{1}$	0.1346	4.43
$γ_{2}$	-0.2015	-4.14
$γ_{3}$	0.0823	2.92

Estimation Period:
Nov 2, 2009 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts