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

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V-Lab

Buru Energy Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:69.03% (-0.98%)

Analysis last updated: Saturday, April 20, 2024 at 08:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2153	5.79
$α$	0.1073	3.91
$β$	0.6832	9.60
$γ_{1}$	0.8465	2.39
$γ_{2}$	-1.4286	-2.59
$γ_{3}$	0.8443	2.23
$γ_{4}$	-0.1367	-0.42
$γ_{5}$	-0.3576	-1.10
$γ_{6}$	0.2652	0.82
$γ_{7}$	0.1484	0.45
$γ_{8}$	-0.1787	-0.54
$γ_{9}$	-0.2833	-0.91
$γ_{10}$	0.4333	1.83

Estimation Period:
Sep 1, 2008 to Apr 19, 2024

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