V-Lab: Riverstone Energy Ltd MF2-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Riverstone Energy Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, November 11th, 2024:17.15% (-0.56%)

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
$m$	46
$α$	0.0249	4.04
$β$	0.7826	64.53
$γ$	0.1332	14.60
$λ_{1}$	0.5464	0.37
$λ_{2}$	0.8621	0.35
$λ_{3}$	0.0000	0.00

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts