V-Lab: Beach Energy Ltd GJR-GARCH Volatility Analysis

V-Lab

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V-Lab

Beach Energy Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:55.15% (-0.92%)

Analysis last updated: Friday, April 19, 2024 at 07:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0570	9.22
$α$	0.0248	15.22
$β$	0.9625	628.65
$γ$	0.0174	4.76

Estimation Period:
May 15, 1990 to Apr 12, 2024

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Volatility Forecasts