V-Lab
Gran Tierra Energy Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:49.61% (-0.62%)
Analysis last updated: Tuesday, May 7, 2024 at 01:37 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0939 | 8.26 | |
| 0.0494 | 12.91 | |
| 0.9328 | 376.88 | |
| 0.0273 | 3.24 |
Estimation Period:
Feb 19, 2008 to May 3, 2024
Feb 19, 2008 to May 3, 2024
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