V-Lab: Ovintiv Exploration Inc Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Ovintiv Exploration Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 14th, 2019:48.87% (+1.19%)

Analysis last updated: Wednesday, February 13, 2019 at 10:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8301	5.16
$α$	0.0456	6.86
$β$	0.9456	116.52
$γ_{1}$	0.0023	0.44
$γ_{2}$	-0.0039	-0.39

Estimation Period:
Nov 12, 1993 to Feb 8, 2019

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts