V-Lab: Enerplus Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Enerplus Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, April 17th, 2024:24.81% (-0.57%)

Analysis last updated: Wednesday, April 17, 2024 at 02:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4914	7.01
$α$	0.0823	7.10
$β$	0.9050	64.17
$γ_{1}$	0.0075	3.96
$γ_{2}$	-0.0097	-4.04

Estimation Period:
Jan 22, 1990 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts