V-Lab: Enerplus Corp GJR-GARCH Volatility Analysis

V-Lab

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V-Lab

Enerplus Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:18.49% (-0.46%)

Analysis last updated: Friday, April 26, 2024 at 02:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0467	13.01
$α$	0.0458	19.54
$β$	0.9158	346.75
$γ$	0.0651	11.63

Estimation Period:
Jan 22, 1990 to Apr 19, 2024

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