V-Lab: Enerplus Corp GJR-GARCH Volatility Analysis

V-Lab

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V-Lab

Enerplus Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:22.60% (-0.58%)

Analysis last updated: Wednesday, May 8, 2024 at 08:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0467	13.04
$α$	0.0456	19.54
$β$	0.9160	348.43
$γ$	0.0648	11.62

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

News Impact Curve

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Volatility Forecasts

Volatility Forecasts