V-Lab: WPX Energy Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

WPX Energy Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, January 7th, 2021:67.65% (+1.66%)

Analysis last updated: Wednesday, January 6, 2021 at 10:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9590	6.46
$α$	0.0884	4.97
$β$	0.8701	38.11
$γ_{1}$	0.5315	3.36
$γ_{2}$	-0.8959	-3.80
$γ_{3}$	0.5611	3.69
$γ_{4}$	-0.2623	-2.26

Estimation Period:
Dec 12, 2011 to Dec 31, 2020

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts