V-Lab: Horizon Oil Ltd Asy. MEM Volatility Analysis

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V-Lab

Horizon Oil Ltd Asy. MEM Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:46.11% (+1.85%)

Analysis last updated: Saturday, April 27, 2024 at 07:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1993	11.89
$α$	0.0704	23.91
$β$	0.9195	430.68
$γ$	0.0020	0.35

Estimation Period:
Jan 1, 1990 to Apr 26, 2024

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