V-Lab: Riverstone Energy Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

Riverstone Energy Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, November 11th, 2024:18.23% (-2.05%)

Analysis last updated: Sunday, November 10, 2024 at 04:19 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.5300	3.82
$α$	0.1177	41.13
$β$	0.9799	194.35
$ν$	3	34.66

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