V-Lab: Suncor Energy Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Suncor Energy Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:26.80% (-0.52%)

Analysis last updated: Thursday, April 18, 2024 at 12:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0417	3.90
$α$	0.0729	6.35
$β$	0.9068	68.02
$γ_{1}$	0.2287	4.86
$γ_{2}$	-0.3629	-5.35
$γ_{3}$	0.1984	3.42
$γ_{4}$	-0.0827	-1.60
$γ_{5}$	-0.0192	-0.36
$γ_{6}$	0.0861	1.54
$γ_{7}$	-0.0434	-0.91
$γ_{8}$	-0.0247	-0.84

Estimation Period:
Mar 18, 1993 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts