V-Lab: QEP Resources Inc GJR-GARCH Volatility Analysis

V-Lab

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V-Lab

QEP Resources Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, March 17th, 2021:60.61% (+2.17%)

Analysis last updated: Tuesday, March 16, 2021 at 10:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0446	4.47
$α$	0.0209	10.25
$β$	0.9462	450.98
$γ$	0.0616	10.98

Estimation Period:
Jun 16, 2010 to Mar 12, 2021

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts