V-Lab: TransGlobe Energy Corp MF2-GARCH Volatility Analysis

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V-Lab

TransGlobe Energy Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, October 17th, 2022:71.38% (-9.68%)

Analysis last updated: Saturday, October 15, 2022 at 11:15 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.1683	28.51
$β$	0.5346	27.26
$γ$	0.0153	1.68
$λ_{1}$	0.0719	1.64
$λ_{2}$	0.0351	2.81
$λ_{3}$	0.9626	70.10

Estimation Period:
Jan 4, 1990 to Oct 14, 2022

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Volatility Forecasts