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

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V-Lab

Chesapeake Energy Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, May 13th, 2024:25.35% (+0.35%)

Analysis last updated: Friday, May 10, 2024 at 09:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	31
$α$	0.0683	7.06
$β$	0.6181	26.33
$γ$	0.0908	8.11
$λ_{1}$	0.4096	0.63
$λ_{2}$	0.4900	0.80
$λ_{3}$	0.5068	0.81

Estimation Period:
Feb 16, 1993 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts