V-Lab: Buru Energy Ltd APARCH Volatility Analysis

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V-Lab

Buru Energy Ltd APARCH Volatility Analysis

Volatility Prediction for Wednesday, April 17th, 2024:81.63% (+13.34%)

Analysis last updated: Thursday, April 18, 2024 at 08:22 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0000	5.87
$α$	0.1132	18.99
$β$	0.8193	72.51
$γ$	-0.1144	-4.52
$δ$	1.6347	18.72

Estimation Period:
Sep 1, 2008 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts