V-Lab
Beach Energy Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:48.90% (+0.54%)
Analysis last updated: Friday, May 3, 2024 at 05:41 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0560 | 9.39 | |
| 0.0248 | 15.30 | |
| 0.9630 | 642.83 | |
| 0.0165 | 4.63 |
Estimation Period:
May 15, 1990 to Apr 26, 2024
May 15, 1990 to Apr 26, 2024
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