V-Lab: Whitehaven Coal Ltd MF2-GARCH Volatility Analysis

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V-Lab

Whitehaven Coal Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:31.05% (-0.20%)

Analysis last updated: Saturday, April 27, 2024 at 08:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	36
$α$	0.0324	11.64
$β$	0.8754	72.55
$γ$	0.0557	10.14
$λ_{1}$	0.0529	2.35
$λ_{2}$	0.0273	2.32
$λ_{3}$	0.9665	68.39

Estimation Period:
Jun 1, 2007 to Apr 26, 2024

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts