V-Lab: Enerplus Corp GAS-GARCH Student T Volatility Analysis

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V-Lab

Enerplus Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:20.44% (+0.22%)

Analysis last updated: Thursday, May 9, 2024 at 12:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	8.3968	4.88
$α$	0.0724	59.65
$β$	0.9958	1191.21
$ν$	6	15.35

Estimation Period:
Jan 22, 1990 to May 3, 2024