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

V-Lab

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V-Lab

Whitecap Resources Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:19.66% (+0.07%)

Analysis last updated: Tuesday, April 30, 2024 at 01:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.7149	3.27
$α$	0.1281	5.54
$β$	0.8116	27.46
$γ_{1}$	1.3651	4.49
$γ_{2}$	-2.2351	-4.85
$γ_{3}$	1.4057	4.47
$γ_{4}$	-0.7365	-2.41
$γ_{5}$	0.6656	1.90
$γ_{6}$	-1.0698	-3.23
$γ_{7}$	1.2510	3.59
$γ_{8}$	-1.1268	-2.74
$γ_{9}$	0.5736	1.74
$γ_{10}$	-0.4803	-1.48

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts