V-Lab: Enerflex Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Enerflex Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:45.16% (-0.31%)

Analysis last updated: Saturday, April 20, 2024 at 01:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0710	7.03
$α$	0.0675	3.52
$β$	0.8305	14.75
$γ_{1}$	0.4524	5.41
$γ_{2}$	-0.6940	-5.42
$γ_{3}$	0.4087	4.17
$γ_{4}$	-0.2516	-2.24
$γ_{5}$	0.0819	0.82

Estimation Period:
Jun 3, 2011 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts