V-Lab: Crew Energy Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Crew Energy Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:43.46% (+2.16%)

Analysis last updated: Thursday, May 2, 2024 at 02:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7655	7.67
$α$	0.0629	6.43
$β$	0.9244	85.90
$γ_{1}$	-0.0014	-2.36

Estimation Period:
Sep 8, 2003 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts