V-Lab: Riverstone Energy Ltd APARCH Volatility Analysis

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V-Lab

Riverstone Energy Ltd APARCH Volatility Analysis

Volatility Prediction for Monday, November 11th, 2024:17.35% (-0.56%)

Analysis last updated: Sunday, November 10, 2024 at 04:18 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0360	7.10
$α$	0.0759	13.20
$β$	0.9241	153.15
$γ$	0.2414	8.46
$δ$	1.4829	15.82

Estimation Period:
Oct 22, 2013 to Nov 8, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts