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

V-Lab

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V-Lab

Beach Energy Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:40.34% (-2.81%)

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
$ω$	2.4299	6.69
$α$	0.0949	7.94
$β$	0.7995	36.72
$γ_{1}$	-0.1319	-2.48
$γ_{2}$	0.2971	3.77
$γ_{3}$	-0.3291	-6.54
$γ_{4}$	0.3055	7.37
$γ_{5}$	-0.1877	-5.17
$γ_{6}$	0.0322	0.86
$γ_{7}$	0.0515	1.18
$γ_{8}$	-0.0401	-0.76
$γ_{9}$	-0.0124	-0.20
$γ_{10}$	-0.0451	-0.29

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

News Impact Curve

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Volatility Forecasts

Volatility Forecasts