V-Lab: Byron Energy Ltd GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Byron Energy Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:86.34% (+10.31%)

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
$ω$	37.2408	6.73
$α$	0.0648	66.82
$β$	0.9941	1146.58
$ν$	3	87.83

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