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

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V-Lab

Horizon Oil Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:48.20% (-0.10%)

Analysis last updated: Thursday, May 16, 2024 at 07:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2418	9.79
$α$	0.0676	31.66
$β$	0.9193	456.90
$γ$	0.0020	0.20
$δ$	2.2238	44.73

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts