V-Lab: Byron Energy Ltd APARCH Volatility Analysis

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V-Lab

Byron Energy Ltd APARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:112.87% (+5.91%)

Analysis last updated: Wednesday, May 1, 2024 at 04:10 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4216	2.51
$α$	0.0758	17.51
$β$	0.9061	71.30
$γ$	0.1329	3.83
$δ$	1.4972	13.69

Estimation Period:
Jun 3, 2005 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts