V-Lab: McPhy Energy SA Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

McPhy Energy SA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:48.46% (+0.28%)

Analysis last updated: Saturday, April 27, 2024 at 10:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0001	2.68
$α$	0.1222	3.92
$β$	0.7585	13.33
$γ_{1}$	0.3528	0.46
$γ_{2}$	-0.5270	-0.50
$γ_{3}$	0.1770	0.40
$γ_{4}$	0.5440	1.43
$γ_{5}$	-1.2781	-2.86
$γ_{6}$	0.9900	2.27
$γ_{7}$	-0.2547	-0.87

Estimation Period:
Mar 24, 2014 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts