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

V-Lab

| |

V-Lab

Karoon Energy Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:37.19% (-0.94%)

Analysis last updated: Thursday, May 16, 2024 at 07:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0993	16.91
$β$	0.7595	109.97
$γ$	0.1061	9.56
$λ_{1}$	0.0917	2.45
$λ_{2}$	0.0287	6.71
$λ_{3}$	0.9651	142.85

Estimation Period:
Jun 8, 2004 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts