V-Lab: VOC Energy Trust Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

VOC Energy Trust Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, November 13th, 2024:39.49% (-0.81%)

Analysis last updated: Tuesday, November 12, 2024 at 10:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5960	1.95
$α$	0.0748	4.22
$β$	0.8900	35.33
$γ_{1}$	-1.0059	-1.45
$γ_{2}$	1.7652	2.00
$γ_{3}$	-1.1023	-2.69
$γ_{4}$	0.2753	0.69
$γ_{5}$	0.4150	0.84
$γ_{6}$	-0.8987	-1.20
$γ_{7}$	0.8423	1.11
$γ_{8}$	-0.2987	-0.71

Estimation Period:
May 6, 2011 to Nov 8, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts