V-Lab: Baytex Energy Corp GAS-GARCH Student T Volatility Analysis

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V-Lab

Baytex Energy Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, April 24th, 2024:37.95% (+3.19%)

Analysis last updated: Wednesday, April 24, 2024 at 12:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	7.4268	6.11
$α$	0.0678	52.55
$β$	0.9962	1604.11
$ν$	7	11.46

Estimation Period:
Sep 8, 2003 to Apr 19, 2024