V-Lab: NuEnergy Gas Ltd GJR-GARCH Volatility Analysis

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V-Lab

NuEnergy Gas Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:161.05% (-2.34%)

Analysis last updated: Friday, April 19, 2024 at 08:18 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5503	4.41
$α$	0.0033	1.64
$β$	0.9663	645.95
$γ$	0.0531	9.81

Estimation Period:
Jan 5, 1996 to Apr 12, 2024

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Volatility Forecasts

Volatility Forecasts