V-Lab
Canadian Natural Resources Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:22.68% (-0.45%)
Analysis last updated: Friday, May 3, 2024 at 01:05 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.7428 | 15.89 | |
| 0.0532 | 48.42 | |
| 0.9898 | 1394.08 | |
| 6 | 14.44 |
Estimation Period:
Jan 1, 1990 to Apr 19, 2024
Jan 1, 1990 to Apr 19, 2024
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