V-Lab: Whitecap Resources Inc AGARCH Volatility Analysis

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V-Lab

Whitecap Resources Inc AGARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:22.79% (+1.28%)

Analysis last updated: Tuesday, April 30, 2024 at 01:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	-0.0075	-0.46
$α$	0.1084	30.18
$β$	0.8914	331.73
$γ$	1.0974	16.74

Estimation Period:
Jan 16, 2002 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts