V-Lab: Oil Search Ltd MF2-GARCH Volatility Analysis

V-Lab

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V-Lab

Oil Search Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 13th, 2021:37.09% (+1.23%)

Analysis last updated: Wednesday, July 20, 2022 at 03:00 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0347	10.53
$β$	0.8782	149.13
$γ$	0.0807	12.88
$λ_{1}$	0.0108	4.04
$λ_{2}$	0.0249	6.14
$λ_{3}$	0.9738	213.64

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts