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

V-Lab

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V-Lab

Beach Energy Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:44.88% (-2.58%)

Analysis last updated: Saturday, April 20, 2024 at 08:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.4110	6.53
$α$	0.0924	7.64
$β$	0.8035	36.87
$γ_{1}$	-0.1164	-2.15
$γ_{2}$	0.2658	3.33
$γ_{3}$	-0.2996	-5.96
$γ_{4}$	0.2814	6.79
$γ_{5}$	-0.1715	-4.72
$γ_{6}$	0.0278	0.74
$γ_{7}$	0.0409	0.92
$γ_{8}$	-0.0117	-0.21
$γ_{9}$	-0.0666	-1.13
$γ_{10}$	0.0731	1.89

Estimation Period:
May 15, 1990 to Apr 19, 2024

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Volatility Forecasts

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