V-Lab: TransGlobe Energy Corp GJR-GARCH Volatility Analysis

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V-Lab

TransGlobe Energy Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, October 17th, 2022:76.32% (-1.76%)

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
$ω$	0.0900	7.49
$α$	0.0350	12.87
$β$	0.9511	322.41
$γ$	0.0269	6.70

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

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