V-Lab: MEG Energy Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

MEG Energy Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:29.44% (-0.33%)

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
$ω$	0.5420	1.79
$α$	0.0606	4.25
$β$	0.8919	30.94
$γ_{1}$	-0.1667	-0.19
$γ_{2}$	0.0279	0.02
$γ_{3}$	0.9663	2.15
$γ_{4}$	-1.8860	-5.56
$γ_{5}$	1.8074	3.75
$γ_{6}$	-1.2134	-1.57
$γ_{7}$	0.5336	0.60
$γ_{8}$	-0.2120	-0.32
$γ_{9}$	0.3395	1.09

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts