V-Lab: TransGlobe Energy Corp EGARCH Volatility Analysis

V-Lab

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V-Lab

TransGlobe Energy Corp EGARCH Volatility Analysis

Volatility Prediction for Monday, October 17th, 2022:80.62% (-2.54%)

Analysis last updated: Saturday, October 15, 2022 at 11:12 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0155	11.70
$α$	0.1030	14.14
$β$	0.9986	3605.05
$γ$	-0.0197	-6.30

Estimation Period:
Jan 4, 1990 to Oct 14, 2022

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts