V-Lab: CES Energy Solutions Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

CES Energy Solutions Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:38.26% (-0.79%)

Analysis last updated: Friday, April 26, 2024 at 02:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8285	4.65
$α$	0.0393	4.35
$β$	0.9309	53.99
$γ_{1}$	-0.1947	-2.21
$γ_{2}$	0.1885	1.25
$γ_{3}$	0.1937	1.36
$γ_{4}$	-0.3745	-2.66
$γ_{5}$	0.3392	2.62
$γ_{6}$	-0.3201	-2.02
$γ_{7}$	0.2507	1.83

Estimation Period:
Mar 2, 2006 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

Other CES Energy Solutions Corp Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Spline-GARCH
MEM
Asy. MEM
Asy. Power MEM
GAS-GARCH Student T
MF2-GARCH