V-Lab: QEP Resources Inc MF2-GARCH Volatility Analysis

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V-Lab

QEP Resources Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, March 17th, 2021:61.12% (+2.20%)

Analysis last updated: Sunday, March 21, 2021 at 05:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0221	10.36
$β$	0.9449	442.56
$γ$	0.0628	16.37
$λ_{1}$	9.2270	0.38
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.6917	0.86

Estimation Period:
Jun 16, 2010 to Mar 16, 2021

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts