V-Lab
V-Lab

Buru Energy Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:76.82% (-1.75%)

Analysis last updated: Thursday, March 28, 2024 at 06:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Buru Energy Ltd S0GARCH
paramt-stat
ω1.22065.79
α0.10843.94
β0.68079.55
γ10.86392.40
γ2-1.4534-2.60
γ30.84982.21
γ4-0.1291-0.39
γ5-0.3623-1.11
γ60.25730.81
γ70.14990.47
γ8-0.1482-0.46
γ9-0.3310-1.06
γ100.46211.89
Estimation Period:
Sep 1, 2008 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts