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

V-Lab

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V-Lab

Beach Energy Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:30.21% (-0.37%)

Analysis last updated: Wednesday, May 1, 2024 at 04:12 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.4473	6.74
$α$	0.0972	7.86
$β$	0.7926	35.40
$γ_{1}$	-0.1295	-2.46
$γ_{2}$	0.2940	3.77
$γ_{3}$	-0.3280	-6.59
$γ_{4}$	0.3052	7.43
$γ_{5}$	-0.1876	-5.21
$γ_{6}$	0.0316	0.86
$γ_{7}$	0.0528	1.22
$γ_{8}$	-0.0423	-0.81
$γ_{9}$	-0.0089	-0.14
$γ_{10}$	-0.0532	-0.35

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

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Volatility Forecasts

Volatility Forecasts