V-Lab: Horizon Oil Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Horizon Oil Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:55.35% (+3.76%)

Analysis last updated: Saturday, April 27, 2024 at 07:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8134	7.10
$α$	0.0720	6.45
$β$	0.8911	53.71
$γ_{1}$	-0.0062	-0.82
$γ_{2}$	-0.0037	-0.33
$γ_{3}$	0.0198	2.75
$γ_{4}$	-0.0119	-2.58

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

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