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 Thursday, April 25th, 2024:23.47% (-0.63%)

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
$ω$	4.5664	3.13
$α$	0.1274	5.57
$β$	0.8165	28.77
$γ_{1}$	1.2954	4.16
$γ_{2}$	-2.1292	-4.51
$γ_{3}$	1.3469	4.15
$γ_{4}$	-0.6968	-2.21
$γ_{5}$	0.6306	1.74
$γ_{6}$	-1.0283	-3.02
$γ_{7}$	1.1914	3.35
$γ_{8}$	-1.0195	-2.42
$γ_{9}$	0.3112	0.94
$γ_{10}$	0.2802	1.81

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

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