V-Lab: Byron Energy Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Byron Energy Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:123.23% (-2.04%)

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
$ω$	0.4890	4.83
$α$	0.0699	4.62
$β$	0.8574	20.35
$γ_{1}$	0.8026	1.59
$γ_{2}$	-1.4198	-1.68
$γ_{3}$	1.0020	1.86
$γ_{4}$	-0.9367	-2.80
$γ_{5}$	1.0441	2.39
$γ_{6}$	-0.8693	-1.70
$γ_{7}$	0.6509	1.49
$γ_{8}$	-0.3565	-1.25

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts