V-Lab
V-Lab
TransGlobe Energy Corp GARCH Volatility Analysis
Volatility Prediction for Monday, October 17th, 2022:77.73% (-1.78%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of TransGlobe Energy Corp GARCH
paramt-stat
ω0.08348.91
α0.047514.71
β0.9519298.96
Estimation Period:
Jan 4, 1990 to Oct 14, 2022
Impact of return on volatility tomorrow
Volatility Forecasts