V-Lab: Birchcliff Energy Ltd APARCH Volatility Analysis

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V-Lab

Birchcliff Energy Ltd APARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:37.00% (-0.72%)

Analysis last updated: Saturday, May 4, 2024 at 05:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0498	8.63
$α$	0.0556	26.01
$β$	0.9444	524.06
$γ$	0.3555	15.28
$δ$	1.5107	26.33

Estimation Period:
Feb 27, 2001 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts