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

V-Lab

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V-Lab

Drillsearch Energy Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 19th, 2016:105.76% (+16.94%)

Analysis last updated: Friday, April 29, 2016 at 06:23 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7655	5.81
$α$	0.1889	5.77
$β$	0.5393	7.18
$γ_{1}$	-0.1142	-1.63
$γ_{2}$	0.0626	0.65
$γ_{3}$	0.1822	3.42
$γ_{4}$	-0.2686	-5.05
$γ_{5}$	0.1688	2.60
$γ_{6}$	0.1649	1.74

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts