V-Lab: Paramount Resources Ltd AGARCH Volatility Analysis

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V-Lab

Paramount Resources Ltd AGARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:30.96% (-0.51%)

Analysis last updated: Friday, April 26, 2024 at 02:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1064	16.26
$α$	0.0549	38.95
$β$	0.9322	587.42
$γ$	0.4585	8.77

Estimation Period:
Jan 1, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts