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

V-Lab

| |

V-Lab

Tullow Oil PLC Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:37.08% (-1.25%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1166	5.77
$α$	0.0785	6.54
$β$	0.8803	50.73
$γ_{1}$	-0.1563	-3.47
$γ_{2}$	0.3541	4.86
$γ_{3}$	-0.3883	-5.65
$γ_{4}$	0.3337	4.68
$γ_{5}$	-0.2209	-3.56
$γ_{6}$	0.0976	2.28
$γ_{7}$	0.0243	0.56
$γ_{8}$	-0.0731	-1.50
$γ_{9}$	-0.0552	-0.92

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts