V-Lab: NuVista Energy Ltd GJR-GARCH Volatility Analysis

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V-Lab

NuVista Energy Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 16th, 2024:29.25% (+1.26%)

Analysis last updated: Tuesday, April 16, 2024 at 12:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0680	8.85
$α$	0.0260	12.24
$β$	0.9415	441.17
$γ$	0.0539	8.74

Estimation Period:
Jul 7, 2003 to Apr 12, 2024

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Volatility Forecasts

Volatility Forecasts