V-Lab: Bonavista Energy Corp MF2-GARCH Volatility Analysis

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V-Lab

Bonavista Energy Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, August 14th, 2020:99.16% (-3.98%)

Analysis last updated: Sunday, March 21, 2021 at 06:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.1748	16.59
$β$	0.6340	45.30
$γ$	0.0235	1.97
$λ_{1}$	0.0346	3.98
$λ_{2}$	0.0761	6.36
$λ_{3}$	0.9239	77.92

Estimation Period:
May 1, 1991 to Aug 13, 2020

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts