V-Lab: Empire Petroleum Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Empire Petroleum Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 15th, 2024:70.51% (-5.29%)

Analysis last updated: Tuesday, May 14, 2024 at 10:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	1.7143	3.06
$α$	0.1407	2.85
$β$	0.6600	4.85
$γ_{1}$	1.3538	1.83
$γ_{2}$	-1.5464	-1.75

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts