V-Lab: Oil Search Ltd GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Oil Search Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, December 13th, 2021:36.51% (+1.10%)

Analysis last updated: Wednesday, July 20, 2022 at 02:58 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	7.8948	4.83
$α$	0.0588	47.55
$β$	0.9949	1029.87
$ν$	6	11.94

Estimation Period:
Jan 1, 1990 to Dec 10, 2021