V-Lab: Riverstone Energy Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Riverstone Energy Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, November 11th, 2024:18.32% (-0.46%)

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
$ω$	0.6804	2.61
$α$	0.1188	5.08
$β$	0.7810	17.46
$γ_{1}$	0.2658	0.72
$γ_{2}$	-0.7815	-1.49
$γ_{3}$	1.3285	4.28
$γ_{4}$	-1.4958	-5.42
$γ_{5}$	0.8349	3.21
$γ_{6}$	-0.0988	-0.51

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts