V-Lab: Legacy Oil + Gas Inc Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Legacy Oil + Gas Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, July 7th, 2015:37.42% (0.00%)

Analysis last updated: Friday, April 29, 2016 at 06:33 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	1.9676	3.41
$α$	0.1127	3.86
$β$	0.8447	24.94
$γ_{1}$	0.1757	0.10
$γ_{2}$	-2.0513	-0.67
$γ_{3}$	4.3928	1.91
$γ_{4}$	-3.3968	-2.32
$γ_{5}$	0.4643	0.47
$γ_{6}$	1.4640	1.75
$γ_{7}$	-1.8440	-1.74

Estimation Period:
May 1, 2006 to Jul 3, 2015

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts