V-Lab: Canadian Oil Sands Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

Canadian Oil Sands Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, March 24th, 2016:30.41% (+2.02%)

Analysis last updated: Monday, March 1, 2021 at 05:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.5046	4.11
$α$	0.0702	40.55
$β$	0.9935	622.10
$ν$	5	14.65

Estimation Period:
Nov 30, 1995 to Mar 18, 2016