V-Lab: Tullow Oil PLC Asy. MEM Volatility Analysis

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V-Lab

Tullow Oil PLC Asy. MEM Volatility Analysis

Volatility Prediction for Tuesday, May 21st, 2024:46.79% (+0.08%)

Analysis last updated: Tuesday, May 21, 2024 at 10:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0935	20.28
$α$	0.0960	26.35
$β$	0.8824	312.67
$γ$	0.0316	5.73

Estimation Period:
Jan 1, 1990 to May 17, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts