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

V-Lab

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V-Lab

TransGlobe Energy Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, October 17th, 2022:84.26% (-4.36%)

Analysis last updated: Saturday, October 15, 2022 at 11:13 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.9241	6.26
$α$	0.0948	7.16
$β$	0.8595	44.61
$γ_{1}$	0.0802	3.62
$γ_{2}$	-0.1510	-4.49
$γ_{3}$	0.1055	4.28
$γ_{4}$	-0.0184	-0.76
$γ_{5}$	-0.0262	-0.98
$γ_{6}$	0.0349	0.99

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts