V-Lab: Baytex Energy Corp MF2-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Baytex Energy Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:47.16% (-1.39%)

Analysis last updated: Saturday, May 4, 2024 at 05:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	121
$α$	0.0300	13.92
$β$	0.9187	280.62
$γ$	0.0684	15.92
$λ_{1}$	0.0175	9.22
$λ_{2}$	0.0394	8.84
$λ_{3}$	0.9595	205.47

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts