V-Lab: Crescent Point Energy Corp MF2-GARCH Volatility Analysis

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V-Lab

Crescent Point Energy Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:21.69% (-0.20%)

Analysis last updated: Friday, April 26, 2024 at 02:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0332	18.70
$β$	0.9326	450.31
$γ$	0.0681	18.05
$λ_{1}$	3.8338	8.94
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.9740	165.62

Estimation Period:
Sep 10, 2003 to Apr 19, 2024

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Volatility Forecasts