V-Lab: Whitecap Resources Inc Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Whitecap Resources Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:20.43% (-0.50%)

Analysis last updated: Friday, April 19, 2024 at 02:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.5696	3.13
$α$	0.1276	5.56
$β$	0.8160	28.62
$γ_{1}$	1.2977	4.17
$γ_{2}$	-2.1322	-4.52
$γ_{3}$	1.3475	4.16
$γ_{4}$	-0.6966	-2.21
$γ_{5}$	0.6303	1.74
$γ_{6}$	-1.0289	-3.03
$γ_{7}$	1.1934	3.36
$γ_{8}$	-1.0237	-2.43
$γ_{9}$	0.3204	0.97
$γ_{10}$	0.2712	1.74

Estimation Period:
Jan 16, 2002 to Apr 12, 2024

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