V-Lab: NuEnergy Gas Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

NuEnergy Gas Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:124.95% (-3.04%)

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
$ω$	0.7242	5.63
$α$	0.0674	5.52
$β$	0.9070	56.94
$γ_{1}$	-0.0147	-1.90
$γ_{2}$	0.0173	1.73

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts