V-Lab: Vermilion Energy Inc MF2-GARCH Volatility Analysis

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V-Lab

Vermilion Energy Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 15th, 2024:31.22% (-0.76%)

Analysis last updated: Wednesday, May 15, 2024 at 01:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0333	19.38
$β$	0.8916	171.62
$γ$	0.0745	20.01
$λ_{1}$	0.0143	5.13
$λ_{2}$	0.0517	3.67
$λ_{3}$	0.9462	64.80

Estimation Period:
Jun 27, 1996 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts