V-Lab: Beach Energy Ltd MF2-GARCH Volatility Analysis

V-Lab

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V-Lab

Beach Energy Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:45.86% (-0.68%)

Analysis last updated: Wednesday, May 8, 2024 at 08:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.0237	9.56
$β$	0.9650	380.52
$γ$	0.0152	6.35
$λ_{1}$	9.9956	0.03
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.2761	0.01

Estimation Period:
May 15, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts