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

V-Lab

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V-Lab

Gran Tierra Energy Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 25th, 2024:41.13% (-0.65%)

Analysis last updated: Thursday, April 25, 2024 at 01:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9539	3.70
$α$	0.0671	5.60
$β$	0.9282	88.31
$γ_{1}$	-0.0020	-0.89

Estimation Period:
Feb 19, 2008 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts