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

V-Lab

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V-Lab

Drillsearch Energy Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 19th, 2016:92.64% (+19.37%)

Analysis last updated: Thursday, February 18, 2016 at 06:21 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8720	5.65
$α$	0.1851	5.96
$β$	0.5742	8.15
$γ_{1}$	0.0256	0.19
$γ_{2}$	-0.2013	-1.05
$γ_{3}$	0.2444	2.03
$γ_{4}$	0.0747	0.70
$γ_{5}$	-0.3424	-3.11
$γ_{6}$	0.2207	1.79
$γ_{7}$	0.0904	0.76
$γ_{8}$	-0.1596	-1.67

Estimation Period:
Jan 3, 1996 to Feb 12, 2016

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts