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

V-Lab

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V-Lab

Oil Search Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, December 13th, 2021:34.79% (+0.38%)

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
$ω$	1.5981	5.80
$α$	0.0655	6.69
$β$	0.9167	96.53
$γ_{1}$	0.0311	1.95
$γ_{2}$	-0.0408	-1.59
$γ_{3}$	-0.0060	-0.32
$γ_{4}$	0.0436	2.80
$γ_{5}$	-0.0387	-3.03

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts