V-Lab
Ithaca Energy E&P Ltd GARCH Volatility Analysis
Volatility Prediction for Thursday, June 8th, 2017:60.12% (-2.02%)
Analysis last updated: Monday, March 1, 2021 at 09:12 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4841 | 6.42 | |
| 0.0714 | 11.96 | |
| 0.9031 | 106.11 |
Estimation Period:
Jun 5, 2006 to Jun 2, 2017
Jun 5, 2006 to Jun 2, 2017
News Impact Curve
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