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

V-Lab

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V-Lab

Husky Energy Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, January 6th, 2021:49.94% (+2.33%)

Analysis last updated: Wednesday, January 6, 2021 at 12:00 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2946	3.99
$α$	0.0578	6.94
$β$	0.9313	102.44
$γ_{1}$	0.0037	0.21
$γ_{2}$	0.0137	0.54
$γ_{3}$	-0.0281	-2.03

Estimation Period:
Aug 28, 2000 to Dec 31, 2020

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts