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

V-Lab

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V-Lab

Advantage Energy Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:37.07% (+2.87%)

Analysis last updated: Friday, April 26, 2024 at 01:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.2359	4.39
$α$	0.0851	7.37
$β$	0.8817	60.12
$γ_{1}$	-0.0604	-1.01
$γ_{2}$	0.1224	1.30
$γ_{3}$	-0.1949	-3.03
$γ_{4}$	0.2987	5.85
$γ_{5}$	-0.2007	-4.04
$γ_{6}$	-0.0027	-0.06
$γ_{7}$	0.0943	2.24
$γ_{8}$	-0.1001	-2.32
$γ_{9}$	0.0522	1.91

Estimation Period:
Jan 1, 1990 to Apr 19, 2024

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