V-Lab: Horizon Oil Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Horizon Oil Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:56.45% (+11.95%)

Analysis last updated: Friday, April 19, 2024 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8156	7.06
$α$	0.0718	6.45
$β$	0.8919	54.29
$γ_{1}$	-0.0062	-0.81
$γ_{2}$	-0.0038	-0.33
$γ_{3}$	0.0196	2.70
$γ_{4}$	-0.0116	-2.48

Estimation Period:
Jan 1, 1990 to Apr 12, 2024

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