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

V-Lab

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V-Lab

Byron Energy Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:119.05% (+5.51%)

Analysis last updated: Thursday, May 2, 2024 at 04:18 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4937	4.82
$α$	0.0679	4.56
$β$	0.8620	20.82
$γ_{1}$	0.8211	1.62
$γ_{2}$	-1.4488	-1.70
$γ_{3}$	1.0214	1.90
$γ_{4}$	-0.9530	-2.84
$γ_{5}$	1.0532	2.38
$γ_{6}$	-0.8664	-1.68
$γ_{7}$	0.6388	1.47
$γ_{8}$	-0.3459	-1.21

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts