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

V-Lab

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V-Lab

WPX Energy Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, January 7th, 2021:76.60% (+1.37%)

Analysis last updated: Wednesday, January 6, 2021 at 10:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8722	6.30
$α$	0.0859	4.74
$β$	0.8573	28.53
$γ_{1}$	0.4264	1.90
$γ_{2}$	-0.4075	-1.13
$γ_{3}$	-0.4432	-1.54
$γ_{4}$	0.8878	3.38
$γ_{5}$	-0.5685	-1.71

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts