V-Lab: Whitehaven Coal Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Whitehaven Coal Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, April 17th, 2024:37.30% (-0.48%)

Analysis last updated: Thursday, April 18, 2024 at 08:08 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9224	5.42
$α$	0.0577	6.97
$β$	0.9311	96.21
$γ_{1}$	-0.0008	-0.55

Estimation Period:
Jun 1, 2007 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts