V-Lab: Gibson Energy Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Gibson Energy Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:19.74% (-0.55%)

Analysis last updated: Friday, May 3, 2024 at 01:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7827	6.28
$α$	0.0946	3.80
$β$	0.8779	31.55
$γ_{1}$	-0.0029	-1.80

Estimation Period:
Jun 8, 2011 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts