V-Lab: Whitecap Resources Inc AGARCH Volatility Analysis

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V-Lab

Whitecap Resources Inc AGARCH Volatility Analysis

Volatility Prediction for Wednesday, April 17th, 2024:22.08% (-0.54%)

Analysis last updated: Wednesday, April 17, 2024 at 02:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	-0.0072	-0.44
$α$	0.1085	30.08
$β$	0.8912	329.45
$γ$	1.1032	16.79

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

News Impact Curve

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Volatility Forecasts

Volatility Forecasts