V-Lab
V-Lab

Beach Energy Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2024:35.78% (+1.87%)

Analysis last updated: Wednesday, March 27, 2024 at 08:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Beach Energy Ltd S0GARCH
paramt-stat
ω2.35106.26
α0.08837.85
β0.824143.32
γ1-0.1304-2.29
γ20.28583.39
γ3-0.3091-5.77
γ40.28606.48
γ5-0.1729-4.42
γ60.02910.71
γ70.03570.73
γ80.00320.05
γ9-0.0910-1.55
γ100.09302.68
Estimation Period:
May 15, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts