V-Lab: Enerplus Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Enerplus Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:22.68% (-0.15%)

Analysis last updated: Tuesday, April 30, 2024 at 01:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4918	6.98
$α$	0.0824	7.11
$β$	0.9050	64.29
$γ_{1}$	0.0074	3.91
$γ_{2}$	-0.0096	-3.99

Estimation Period:
Jan 22, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts