V-Lab
Talos Petroleum LLC AGARCH Volatility Analysis
Volatility Prediction for Thursday, May 10th, 2018:54.96% (-1.65%)
Analysis last updated: Wednesday, May 9, 2018 at 10:29 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0261 | 2.50 | |
| 0.0516 | 31.14 | |
| 0.9399 | 490.06 | |
| 1.1870 | 12.58 |
Estimation Period:
Jul 9, 1993 to May 4, 2018
Jul 9, 1993 to May 4, 2018
News Impact Curve
Volatility Forecasts
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