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

V-Lab

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V-Lab

McPhy Energy SA Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:61.58% (+0.31%)

Analysis last updated: Saturday, April 27, 2024 at 10:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9420	3.35
$α$	0.1334	3.93
$β$	0.7440	14.56
$γ_{1}$	0.0810	0.28
$γ_{2}$	-0.1432	-0.31
$γ_{3}$	0.3457	1.08
$γ_{4}$	-0.7479	-3.25
$γ_{5}$	0.9977	3.28

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts