V-Lab: Husky Energy Inc MF2-GARCH Volatility Analysis

V-Lab

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V-Lab

Husky Energy Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, January 6th, 2021:50.48% (+2.31%)

Analysis last updated: Sunday, March 21, 2021 at 06:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	71
$α$	0.0363	13.78
$β$	0.9066	182.24
$γ$	0.0258	8.44
$λ_{1}$	0.5463	5.02
$λ_{2}$	0.8716	41.84
$λ_{3}$	0.0000	0.00

Estimation Period:
Aug 28, 2000 to Jan 5, 2021

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts