V-Lab: Tullow Oil PLC MF2-GARCH Volatility Analysis

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V-Lab

Tullow Oil PLC MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:43.92% (-1.03%)

Analysis last updated: Wednesday, May 1, 2024 at 03:36 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.0898	15.24
$β$	0.7387	52.99
$γ$	0.0616	9.31
$λ_{1}$	0.0432	2.36
$λ_{2}$	0.0427	3.21
$λ_{3}$	0.9536	62.20

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts