V-Lab: QEP Resources Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

QEP Resources Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, March 17th, 2021:73.50% (+0.37%)

Analysis last updated: Tuesday, March 16, 2021 at 10:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7570	4.99
$α$	0.0725	5.30
$β$	0.9107	57.84
$γ_{1}$	0.0661	2.67
$γ_{2}$	-0.1004	-3.10

Estimation Period:
Jun 16, 2010 to Mar 12, 2021

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts