V-Lab: NuVista Energy Ltd GJR-GARCH Volatility Analysis

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V-Lab

NuVista Energy Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:26.41% (-0.28%)

Analysis last updated: Thursday, May 16, 2024 at 01:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0669	8.85
$α$	0.0258	12.21
$β$	0.9418	445.50
$γ$	0.0537	8.78

Estimation Period:
Jul 7, 2003 to May 10, 2024

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Volatility Forecasts