V-Lab: Advantage Energy Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Advantage Energy Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:34.17% (-0.25%)

Analysis last updated: Wednesday, May 8, 2024 at 08:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.2490	4.47
$α$	0.0834	7.32
$β$	0.8837	61.16
$γ_{1}$	-0.0525	-0.89
$γ_{2}$	0.1080	1.16
$γ_{3}$	-0.1839	-2.88
$γ_{4}$	0.2929	5.76
$γ_{5}$	-0.2004	-4.07
$γ_{6}$	-0.0002	-0.01
$γ_{7}$	0.0923	2.20
$γ_{8}$	-0.1007	-2.33
$γ_{9}$	0.0544	1.98

Estimation Period:
Jan 1, 1990 to May 3, 2024

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