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

V-Lab

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V-Lab

Advantage Energy Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:25.63% (+2.20%)

Analysis last updated: Tuesday, May 7, 2024 at 01:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.7039	5.58
$α$	0.0860	7.30
$β$	0.8755	56.37
$γ_{1}$	0.0292	1.73
$γ_{2}$	-0.0837	-3.34
$γ_{3}$	0.1467	8.83
$γ_{4}$	-0.1531	-10.39
$γ_{5}$	0.1209	6.59
$γ_{6}$	-0.1704	-5.49

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts