V-Lab: MEG Energy Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

MEG Energy Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:30.52% (-0.78%)

Analysis last updated: Thursday, April 18, 2024 at 12:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5414	1.80
$α$	0.0609	4.24
$β$	0.8914	30.55
$γ_{1}$	-0.1661	-0.19
$γ_{2}$	0.0267	0.02
$γ_{3}$	0.9676	2.16
$γ_{4}$	-1.8875	-5.58
$γ_{5}$	1.8087	3.76
$γ_{6}$	-1.2128	-1.57
$γ_{7}$	0.5303	0.60
$γ_{8}$	-0.2046	-0.31
$γ_{9}$	0.3335	1.07

Estimation Period:
Jul 29, 2010 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts