V-Lab: Birchcliff Energy Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

Birchcliff Energy Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:39.96% (-1.98%)

Analysis last updated: Friday, April 26, 2024 at 02:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	72.4599	4.79
$α$	0.0676	64.72
$β$	0.9990	4690.14
$ν$	5	19.80

Estimation Period:
Feb 27, 2001 to Apr 19, 2024