V-Lab: Husky Energy Inc GAS-GARCH Student T Volatility Analysis

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V-Lab

Husky Energy Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, January 6th, 2021:49.57% (+4.16%)

Analysis last updated: Monday, March 1, 2021 at 05:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.4933	4.57
$α$	0.0628	38.67
$β$	0.9944	825.21
$ν$	6	9.85

Estimation Period:
Aug 28, 2000 to Dec 31, 2020