V-Lab: Whitecap Resources Inc EGARCH Volatility Analysis

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V-Lab

Whitecap Resources Inc EGARCH Volatility Analysis

Volatility Prediction for Wednesday, April 24th, 2024:19.12% (+0.27%)

Analysis last updated: Wednesday, April 24, 2024 at 12:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0132	4.03
$α$	0.1297	26.60
$β$	0.9989	1458.19
$γ$	-0.0766	-13.81

Estimation Period:
Jan 16, 2002 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts