V-Lab: Horizon Oil Ltd Asy. MEM Volatility Analysis

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V-Lab

Horizon Oil Ltd Asy. MEM Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:49.23% (-0.07%)

Analysis last updated: Thursday, May 16, 2024 at 07:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1987	11.88
$α$	0.0702	23.89
$β$	0.9196	431.95
$γ$	0.0021	0.37

Estimation Period:
Jan 1, 1990 to May 10, 2024

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