V-Lab: Gran Tierra Energy Inc Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Gran Tierra Energy Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:51.55% (+3.21%)

Analysis last updated: Friday, May 3, 2024 at 01:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4764	6.78
$α$	0.0687	4.15
$β$	0.9058	58.52
$γ_{1}$	0.0898	2.32
$γ_{2}$	-0.1007	-1.67
$γ_{3}$	0.0783	1.76
$γ_{4}$	-0.2587	-3.65

Estimation Period:
Feb 19, 2008 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts