V-Lab: Birchcliff Energy Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Birchcliff Energy Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, April 24th, 2024:41.82% (+0.57%)

Analysis last updated: Wednesday, April 24, 2024 at 12:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3076	4.97
$α$	0.0684	6.96
$β$	0.9208	93.70
$γ_{1}$	0.0173	2.53
$γ_{2}$	-0.0208	-2.44

Estimation Period:
Feb 27, 2001 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts