V-Lab: CNX Resources Corp MF2-GARCH Volatility Analysis

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V-Lab

CNX Resources Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:27.00% (-0.30%)

Analysis last updated: Thursday, May 9, 2024 at 09:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0154	5.67
$β$	0.9535	521.60
$γ$	0.0387	9.38
$λ_{1}$	0.0000	0.00
$λ_{2}$	0.0000	0.12
$λ_{3}$	0.9999	10525.12

Estimation Period:
May 3, 1999 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts