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

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V-Lab

Byron Energy Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:134.88% (-0.78%)

Analysis last updated: Thursday, May 16, 2024 at 07:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	106
$α$	0.0446	10.66
$β$	0.9013	40.89
$γ$	0.0263	2.68
$λ_{1}$	10.0000	0.10
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.6671	0.21

Estimation Period:
Jun 3, 2005 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts