V-Lab: Bonterra Energy Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Bonterra Energy Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:40.55% (+2.39%)

Analysis last updated: Thursday, April 18, 2024 at 12:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3697	4.51
$α$	0.0961	7.32
$β$	0.8672	39.13
$γ_{1}$	-0.1294	-2.27
$γ_{2}$	0.2617	2.88
$γ_{3}$	-0.3219	-4.85
$γ_{4}$	0.3473	6.94
$γ_{5}$	-0.2116	-3.47
$γ_{6}$	0.0347	0.61
$γ_{7}$	0.1258	2.57
$γ_{8}$	-0.1896	-4.59
$γ_{9}$	0.0929	3.45

Estimation Period:
Jan 1, 1990 to Apr 12, 2024

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Volatility Forecasts

Volatility Forecasts