V-Lab: Whitecap Resources Inc Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Whitecap Resources Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 21st, 2024:18.77% (+0.13%)

Analysis last updated: Saturday, May 18, 2024 at 04:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.6925	3.27
$α$	0.1274	5.64
$β$	0.8126	27.81
$γ_{1}$	1.3489	4.49
$γ_{2}$	-2.2122	-4.87
$γ_{3}$	1.3913	4.50
$γ_{4}$	-0.7124	-2.39
$γ_{5}$	0.6260	1.81
$γ_{6}$	-1.0303	-3.13
$γ_{7}$	1.2355	3.51
$γ_{8}$	-1.1428	-2.70
$γ_{9}$	0.5807	1.64
$γ_{10}$	-0.3667	-1.02

Estimation Period:
Jan 16, 2002 to May 17, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts