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

V-Lab

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V-Lab

Beach Energy Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, April 17th, 2024:50.90% (-4.27%)

Analysis last updated: Thursday, April 18, 2024 at 08:23 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.4191	6.63
$α$	0.0940	8.00
$β$	0.8036	37.65
$γ_{1}$	-0.1349	-2.51
$γ_{2}$	0.3018	3.78
$γ_{3}$	-0.3318	-6.51
$γ_{4}$	0.3067	7.31
$γ_{5}$	-0.1875	-5.08
$γ_{6}$	0.0319	0.84
$γ_{7}$	0.0506	1.13
$γ_{8}$	-0.0380	-0.71
$γ_{9}$	-0.0142	-0.22
$γ_{10}$	-0.0419	-0.27

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

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Volatility Forecasts

Volatility Forecasts