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

V-Lab

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V-Lab

Husky Energy Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, January 6th, 2021:55.13% (+2.06%)

Analysis last updated: Wednesday, January 6, 2021 at 12:00 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3016	4.25
$α$	0.0576	6.79
$β$	0.9286	93.43
$γ_{1}$	0.0147	0.87
$γ_{2}$	-0.0135	-0.51
$γ_{3}$	0.0311	0.97

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts