V-Lab: MEG Energy Corp GAS-GARCH Student T Volatility Analysis

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V-Lab

MEG Energy Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, May 21st, 2024:27.21% (-0.69%)

Analysis last updated: Saturday, May 18, 2024 at 04:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	10.5590	5.75
$α$	0.0584	45.57
$β$	0.9949	1140.91
$ν$	5	16.76

Estimation Period:
Jul 29, 2010 to May 17, 2024