V-Lab: Baytex Energy Corp GJR-GARCH Volatility Analysis

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V-Lab

Baytex Energy Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:34.52% (-0.55%)

Analysis last updated: Friday, April 26, 2024 at 02:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0286	5.89
$α$	0.0388	12.08
$β$	0.9343	519.64
$γ$	0.0537	7.19

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

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