V-Lab: Baytex Energy Corp Asy. Power MEM Volatility Analysis

V-Lab

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V-Lab

Baytex Energy Corp Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:45.42% (-0.77%)

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
$ω$	0.0567	15.27
$α$	0.2291	54.29
$β$	0.7709	192.34
$γ$	0.0936	15.35
$δ$	1.1116	17.55

Estimation Period:
Sep 8, 2003 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts