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

V-Lab

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V-Lab

Tullow Oil PLC Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:39.62% (-1.06%)

Analysis last updated: Wednesday, May 1, 2024 at 03:35 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1149	5.77
$α$	0.0785	6.53
$β$	0.8803	50.63
$γ_{1}$	-0.1573	-3.48
$γ_{2}$	0.3557	4.86
$γ_{3}$	-0.3892	-5.65
$γ_{4}$	0.3333	4.68
$γ_{5}$	-0.2192	-3.55
$γ_{6}$	0.0951	2.24
$γ_{7}$	0.0267	0.62
$γ_{8}$	-0.0747	-1.56
$γ_{9}$	-0.0494	-0.77

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts