V-Lab: Athabasca Oil Corp MF2-GARCH Volatility Analysis

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V-Lab

Athabasca Oil Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:39.35% (-1.08%)

Analysis last updated: Wednesday, May 8, 2024 at 08:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	31
$α$	0.1037	12.16
$β$	0.4878	7.96
$γ$	0.0645	3.95
$λ_{1}$	0.9799	0.55
$λ_{2}$	0.2572	0.59
$λ_{3}$	0.6772	1.21

Estimation Period:
Apr 8, 2010 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts