V-Lab: MEG Energy Corp MF2-GARCH Volatility Analysis

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V-Lab

MEG Energy Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:28.92% (-0.40%)

Analysis last updated: Tuesday, April 30, 2024 at 01:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	76
$α$	0.0000	0.01
$β$	0.9327	202.05
$γ$	0.0859	15.72
$λ_{1}$	0.0175	1.57
$λ_{2}$	0.0406	3.62
$λ_{3}$	0.9594	78.85

Estimation Period:
Jul 29, 2010 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts