V-Lab: Senex Energy Ltd GJR-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Senex Energy Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 5th, 2022:25.67% (-0.02%)

Analysis last updated: Wednesday, July 20, 2022 at 03:49 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1481	11.21
$α$	0.0435	17.93
$β$	0.9423	454.57
$γ$	0.0176	4.40

Estimation Period:
Jan 1, 1990 to Nov 19, 2021

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts