V-Lab: Crew Energy Inc Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Crew Energy Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:35.12% (+0.63%)

Analysis last updated: Tuesday, April 30, 2024 at 01:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7100	5.49
$α$	0.0640	6.23
$β$	0.9148	66.64
$γ_{1}$	-0.0105	-0.67
$γ_{2}$	0.0297	1.25
$γ_{3}$	-0.0678	-3.38

Estimation Period:
Sep 8, 2003 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts