V-Lab: Advantage Energy Ltd Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Advantage Energy Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:28.92% (+3.87%)

Analysis last updated: Friday, April 26, 2024 at 01:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.7068	5.57
$α$	0.0863	7.30
$β$	0.8752	56.21
$γ_{1}$	0.0296	1.75
$γ_{2}$	-0.0844	-3.36
$γ_{3}$	0.1473	8.85
$γ_{4}$	-0.1533	-10.33
$γ_{5}$	0.1203	6.51
$γ_{6}$	-0.1667	-5.36

Estimation Period:
Jan 1, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts