V-Lab: Tullow Oil PLC Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Tullow Oil PLC Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:48.36% (+1.43%)

Analysis last updated: Saturday, April 27, 2024 at 08:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1640	5.93
$α$	0.0765	6.52
$β$	0.8845	52.28
$γ_{1}$	-0.1414	-3.09
$γ_{2}$	0.3297	4.43
$γ_{3}$	-0.3704	-5.25
$γ_{4}$	0.3172	4.37
$γ_{5}$	-0.2049	-3.27
$γ_{6}$	0.0802	1.83
$γ_{7}$	0.0482	1.03
$γ_{8}$	-0.1192	-2.16
$γ_{9}$	0.0721	1.91

Estimation Period:
Jan 1, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts