V-Lab: Empire Petroleum Corp GJR-GARCH Volatility Analysis

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V-Lab

Empire Petroleum Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 16th, 2024:70.35% (+6.18%)

Analysis last updated: Monday, April 15, 2024 at 10:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	3.5823	6.28
$α$	0.1320	4.40
$β$	0.6760	20.48
$γ$	-0.0036	-0.09

Estimation Period:
Mar 8, 2022 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts