V-Lab: Tullow Oil PLC Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Tullow Oil PLC Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, April 17th, 2024:54.00% (-0.76%)

Analysis last updated: Thursday, April 18, 2024 at 06:20 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1493	5.82
$α$	0.0763	6.52
$β$	0.8854	52.77
$γ_{1}$	-0.1450	-3.13
$γ_{2}$	0.3350	4.44
$γ_{3}$	-0.3730	-5.23
$γ_{4}$	0.3181	4.35
$γ_{5}$	-0.2040	-3.25
$γ_{6}$	0.0783	1.79
$γ_{7}$	0.0497	1.06
$γ_{8}$	-0.1184	-2.15
$γ_{9}$	0.0699	1.86

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

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Volatility Forecasts

Volatility Forecasts