V-Lab: NuEnergy Gas Ltd APARCH Volatility Analysis

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V-Lab

NuEnergy Gas Ltd APARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:147.60% (-2.09%)

Analysis last updated: Thursday, May 2, 2024 at 03:54 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4149	4.85
$α$	0.0216	7.00
$β$	0.9677	653.42
$γ$	0.7024	5.11
$δ$	1.8701	26.77

Estimation Period:
Jan 5, 1996 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts