V-Lab: Athabasca Oil Corp GAS-GARCH Student T Volatility Analysis

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Athabasca Oil Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:42.24% (+1.91%)

Analysis last updated: Friday, May 3, 2024 at 01:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	18.7581	4.44
$α$	0.0624	36.88
$β$	0.9934	735.28
$ν$	5	10.10

Estimation Period:
Apr 8, 2010 to Apr 19, 2024