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

V-Lab

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V-Lab

TMK Energy Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, July 4th, 2024:353.04% (+6.94%)

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
$ω$	1.2448	5.34
$α$	0.1115	3.31
$β$	0.7334	7.28
$γ_{1}$	1.6085	4.72
$γ_{2}$	-2.4160	-4.40
$γ_{3}$	0.6547	1.39
$γ_{4}$	0.2021	0.45
$γ_{5}$	0.2472	0.52
$γ_{6}$	0.4967	0.80

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts