V-Lab: Karoon Energy Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Karoon Energy Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:36.88% (-1.83%)

Analysis last updated: Saturday, April 27, 2024 at 07:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.8619	5.62
$α$	0.1291	5.43
$β$	0.7629	22.57
$γ_{1}$	0.3524	4.11
$γ_{2}$	-0.4888	-3.91
$γ_{3}$	0.1279	1.16
$γ_{4}$	0.1255	0.95
$γ_{5}$	-0.3110	-2.71
$γ_{6}$	0.4396	4.67
$γ_{7}$	-0.4597	-3.94
$γ_{8}$	0.3056	2.95

Estimation Period:
Jun 8, 2004 to Apr 26, 2024

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Volatility Forecasts

Volatility Forecasts