V-Lab: Tullow Oil PLC GAS-GARCH Student T Volatility Analysis

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V-Lab

Tullow Oil PLC GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:53.10% (-3.04%)

Analysis last updated: Saturday, May 18, 2024 at 09:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	24.1331	6.74
$α$	0.0583	105.51
$β$	0.9967	2017.53
$ν$	3	177.56

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