V-Lab: Range Resources Ltd MF2-GARCH Volatility Analysis

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V-Lab

Range Resources Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, March 14th, 2019:187.06% (-1.87%)

Analysis last updated: Sunday, March 21, 2021 at 07:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.1938	20.47
$β$	0.4870	25.91
$γ$	0.0248	1.38
$λ_{1}$	0.1594	1.30
$λ_{2}$	0.0189	3.39
$λ_{3}$	0.9796	161.57

Estimation Period:
Jan 9, 1996 to Mar 13, 2019

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts