Skip to main content
V-Lab

Pennpetro Energy PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, December 24th, 2025:41.16% (-6.72%)
Analysis last updated: Thursday, December 25, 2025 at 02:55 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Pennpetro Energy PLC S0GARCH
paramt-stat
ω11.6120116,120,100.00
α0.26092,609,370.00
β0.73917,390,630.00
γ115.8505158,504,600.00
γ260.2451602,451,100.00
γ3-58.9435-589,435,100.00
γ483.8351838,350,900.00
γ5-237.4623-2,374,623,000.00
γ6-327.1186-3,271,186,000.00
γ7923.09139,230,913,000.00
Estimation Period:
Dec 26, 2017 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts