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

V-Lab

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V-Lab

Byron Energy Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:133.26% (+4.79%)

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
$ω$	0.5022	4.80
$α$	0.0684	4.62
$β$	0.8639	21.37
$γ_{1}$	0.8498	1.65
$γ_{2}$	-1.4887	-1.73
$γ_{3}$	1.0302	1.89
$γ_{4}$	-0.9295	-2.73
$γ_{5}$	0.9793	2.19
$γ_{6}$	-0.6926	-1.31
$γ_{7}$	0.2440	0.52
$γ_{8}$	0.5738	0.95

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts