V-Lab
Ithaca Energy E&P Ltd EGARCH Volatility Analysis
Volatility Prediction for Thursday, June 8th, 2017:46.44% (-0.98%)
Analysis last updated: Monday, March 1, 2021 at 08:59 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1048 | 6.69 | |
| 0.0953 | 8.31 | |
| 0.9658 | 198.64 | |
| -0.0698 | -9.20 |
Estimation Period:
Jun 5, 2006 to Jun 2, 2017
Jun 5, 2006 to Jun 2, 2017
News Impact Curve
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