V-Lab: Suncor Energy Inc APARCH Volatility Analysis

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V-Lab

Suncor Energy Inc APARCH Volatility Analysis

Volatility Prediction for Friday, May 17th, 2024:21.48% (-0.23%)

Analysis last updated: Friday, May 17, 2024 at 02:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0341	16.61
$α$	0.0703	25.44
$β$	0.9297	338.20
$γ$	0.2869	11.61
$δ$	1.2408	18.80

Estimation Period:
Mar 18, 1993 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts