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

V-Lab

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V-Lab

Karoon Energy Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:47.63% (+9.73%)

Analysis last updated: Saturday, April 20, 2024 at 08:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.8637	5.61
$α$	0.1295	5.43
$β$	0.7630	22.61
$γ_{1}$	0.3529	4.11
$γ_{2}$	-0.4894	-3.91
$γ_{3}$	0.1280	1.16
$γ_{4}$	0.1255	0.95
$γ_{5}$	-0.3109	-2.70
$γ_{6}$	0.4390	4.65
$γ_{7}$	-0.4585	-3.91
$γ_{8}$	0.3050	2.92

Estimation Period:
Jun 8, 2004 to Apr 19, 2024

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Volatility Forecasts

Volatility Forecasts