V-Lab: Chesapeake Energy Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Chesapeake Energy Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 13th, 2024:28.95% (-0.18%)

Analysis last updated: Friday, May 10, 2024 at 09:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1955	3.67
$α$	0.0820	9.62
$β$	0.9081	101.03
$γ_{1}$	-0.0480	-3.22
$γ_{2}$	0.0791	3.75
$γ_{3}$	-0.0406	-3.15
$γ_{4}$	0.0112	1.28

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

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Volatility Forecasts