V-Lab: Talos Petroleum LLC GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Talos Petroleum LLC GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 10th, 2018:63.13% (-0.62%)

Analysis last updated: Monday, March 1, 2021 at 05:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	10.9109	6.40
$α$	0.0521	46.64
$β$	0.9946	1227.95
$ν$	5	17.20

Estimation Period:
Jul 9, 1993 to May 4, 2018