V-Lab: Empire Petroleum Corp MF2-GARCH Volatility Analysis

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V-Lab

Empire Petroleum Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 17th, 2024:64.41% (-3.03%)

Analysis last updated: Thursday, May 16, 2024 at 10:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.1945	15.25
$β$	0.6092	38.77
$γ$	-0.0098	-0.62
$λ_{1}$	9.3271	0.14
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.4959	0.14

Estimation Period:
Mar 8, 2022 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts