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

V-Lab

| |

V-Lab

Riverstone Energy Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, September 20th, 2024:19.10% (+2.52%)

Analysis last updated: Saturday, September 21, 2024 at 12:32 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6798	2.68
$α$	0.1158	4.98
$β$	0.7798	17.06
$γ_{1}$	0.3188	0.85
$γ_{2}$	-0.8896	-1.67
$γ_{3}$	1.4363	4.53
$γ_{4}$	-1.5818	-5.46
$γ_{5}$	0.9310	3.13
$γ_{6}$	-0.3639	-1.14

Estimation Period:
Oct 22, 2013 to Sep 13, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts