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

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V-Lab

Whitecap Resources Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:22.34% (+0.97%)

Analysis last updated: Tuesday, April 30, 2024 at 01:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0317	9.26
$β$	0.8589	167.85
$γ$	0.1376	16.24
$λ_{1}$	0.1808	6.11
$λ_{2}$	0.1893	12.12
$λ_{3}$	0.7971	42.06

Estimation Period:
Jan 16, 2002 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts