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

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V-Lab

Gran Tierra Energy Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:56.65% (-1.59%)

Analysis last updated: Saturday, May 4, 2024 at 05:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2589	5.48
$α$	0.0665	4.46
$β$	0.9207	73.70
$γ_{1}$	0.0289	2.67
$γ_{2}$	-0.0384	-2.79

Estimation Period:
Feb 19, 2008 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts