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

V-Lab

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V-Lab

Bonterra Energy Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:30.37% (-0.77%)

Analysis last updated: Friday, April 19, 2024 at 02:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3159	4.45
$α$	0.0969	7.22
$β$	0.8636	36.60
$γ_{1}$	-0.1403	-2.50
$γ_{2}$	0.2803	3.13
$γ_{3}$	-0.3368	-5.19
$γ_{4}$	0.3617	7.34
$γ_{5}$	-0.2262	-3.76
$γ_{6}$	0.0511	0.93
$γ_{7}$	0.0978	2.03
$γ_{8}$	-0.1190	-2.58
$γ_{9}$	-0.1083	-1.65

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

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Volatility Forecasts