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

V-Lab

| |

V-Lab

Byron Energy Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:138.51% (-1.94%)

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
$ω$	0.4986	4.81
$α$	0.0689	4.64
$β$	0.8621	21.16
$γ_{1}$	0.8343	1.63
$γ_{2}$	-1.4642	-1.71
$γ_{3}$	1.0142	1.86
$γ_{4}$	-0.9174	-2.70
$γ_{5}$	0.9765	2.21
$γ_{6}$	-0.7063	-1.34
$γ_{7}$	0.2776	0.59
$γ_{8}$	0.5228	0.85

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts