V-Lab: Tourmaline Oil Corp APARCH Volatility Analysis

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V-Lab

Tourmaline Oil Corp APARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:29.65% (-0.73%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0462	12.56
$α$	0.0474	21.13
$β$	0.9454	468.73
$γ$	0.3902	13.73
$δ$	1.5019	22.83

Estimation Period:
Nov 23, 2010 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts