V-Lab: Beach Energy Ltd Asy. Power MEM Volatility Analysis

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V-Lab

Beach Energy Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:38.52% (-0.48%)

Analysis last updated: Thursday, May 2, 2024 at 04:19 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1270	11.54
$α$	0.0559	24.62
$β$	0.9291	511.65
$γ$	-0.0222	-2.90
$δ$	2.5078	40.23

Estimation Period:
May 15, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts