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

V-Lab

| |

V-Lab

Vermilion Energy Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 25th, 2024:34.29% (-0.18%)

Analysis last updated: Thursday, April 25, 2024 at 01:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0594	3.64
$α$	0.0818	9.35
$β$	0.9008	93.07
$γ_{1}$	-0.1691	-3.97
$γ_{2}$	0.2824	4.63
$γ_{3}$	-0.1733	-4.30
$γ_{4}$	0.1058	2.90
$γ_{5}$	-0.0423	-1.37
$γ_{6}$	-0.0256	-1.21

Estimation Period:
Jun 27, 1996 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts