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

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V-Lab

Whitehaven Coal Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:27.91% (-0.02%)

Analysis last updated: Saturday, April 27, 2024 at 08:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8979	4.29
$α$	0.0579	5.21
$β$	0.8889	39.02
$γ_{1}$	-0.7783	-3.58
$γ_{2}$	1.2428	3.88
$γ_{3}$	-0.7365	-3.34
$γ_{4}$	0.6741	3.52
$γ_{5}$	-0.8885	-4.92
$γ_{6}$	0.7816	4.43
$γ_{7}$	-0.2631	-1.46
$γ_{8}$	-0.2082	-1.04
$γ_{9}$	0.0349	0.11

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts