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 Thursday, April 25th, 2024:30.11% (-0.73%)

Analysis last updated: Thursday, April 25, 2024 at 01:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3170	4.46
$α$	0.0969	7.22
$β$	0.8635	36.59
$γ_{1}$	-0.1397	-2.49
$γ_{2}$	0.2795	3.13
$γ_{3}$	-0.3368	-5.19
$γ_{4}$	0.3631	7.40
$γ_{5}$	-0.2293	-3.85
$γ_{6}$	0.0549	1.00
$γ_{7}$	0.0952	1.98
$γ_{8}$	-0.1198	-2.59
$γ_{9}$	-0.1038	-1.59

Estimation Period:
Jan 1, 1990 to Apr 19, 2024

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Volatility Forecasts