V-Lab
Talos Petroleum LLC EGARCH Volatility Analysis
Volatility Prediction for Thursday, May 10th, 2018:60.79% (-0.92%)
Analysis last updated: Monday, March 1, 2021 at 08:24 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0165 | 7.37 | |
| 0.0830 | 24.06 | |
| 0.9950 | 1718.50 | |
| -0.0355 | -12.25 |
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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