V-Lab: Empire Petroleum Corp EGARCH Volatility Analysis

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V-Lab

Empire Petroleum Corp EGARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:73.47% (-2.03%)

Analysis last updated: Wednesday, May 1, 2024 at 11:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5498	5.79
$α$	0.2468	10.79
$β$	0.8164	25.60
$γ$	0.0111	0.60

Estimation Period:
Mar 8, 2022 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts