V-Lab: TMK Energy Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

TMK Energy Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, July 4th, 2024:275.85% (+5.02%)

Analysis last updated: Thursday, July 4, 2024 at 07:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0340	5.22
$α$	0.1184	3.87
$β$	0.6178	5.74
$γ_{1}$	0.2571	0.21
$γ_{2}$	1.7405	0.87
$γ_{3}$	-4.4744	-2.72
$γ_{4}$	3.5211	1.66
$γ_{5}$	-1.6728	-0.79
$γ_{6}$	-0.1397	-0.10
$γ_{7}$	2.6275	2.36
$γ_{8}$	-3.5181	-3.31
$γ_{9}$	4.0828	3.62
$γ_{10}$	-3.8012	-4.58

Estimation Period:
Jul 10, 2008 to Jun 28, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts