V-Lab: Tullow Oil PLC MF2-GARCH Volatility Analysis

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V-Lab

Tullow Oil PLC MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 21st, 2024:42.25% (-1.46%)

Analysis last updated: Tuesday, May 21, 2024 at 10:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.0893	15.19
$β$	0.7403	53.03
$γ$	0.0618	9.35
$λ_{1}$	0.0434	2.39
$λ_{2}$	0.0424	3.22
$λ_{3}$	0.9538	62.68

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

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts