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

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V-Lab

Buru Energy Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:73.03% (-0.96%)

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
$ω$	1.2415	5.89
$α$	0.1083	3.93
$β$	0.6768	9.43
$γ_{1}$	0.8897	2.52
$γ_{2}$	-1.4933	-2.73
$γ_{3}$	0.8796	2.35
$γ_{4}$	-0.1576	-0.49
$γ_{5}$	-0.3489	-1.08
$γ_{6}$	0.2655	0.83
$γ_{7}$	0.1408	0.43
$γ_{8}$	-0.1572	-0.46
$γ_{9}$	-0.3411	-0.89
$γ_{10}$	0.6010	1.11

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts