V-Lab: Drillsearch Energy Ltd APARCH Volatility Analysis

V-Lab

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V-Lab

Drillsearch Energy Ltd APARCH Volatility Analysis

Volatility Prediction for Friday, February 19th, 2016:99.21% (+12.54%)

Analysis last updated: Thursday, February 18, 2016 at 06:20 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0000	6.32
$α$	0.1579	22.08
$β$	0.7935	95.12
$γ$	0.0407	1.61
$δ$	1.6136	19.68

Estimation Period:
Jan 3, 1996 to Feb 12, 2016

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts