V-Lab: Tullow Oil PLC APARCH Volatility Analysis

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V-Lab

Tullow Oil PLC APARCH Volatility Analysis

Volatility Prediction for Tuesday, May 21st, 2024:37.27% (-0.76%)

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
$ω$	0.0502	11.50
$α$	0.0463	23.93
$β$	0.9510	498.94
$γ$	0.2596	13.57
$δ$	1.8728	32.66

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts