V-Lab: Bonterra Energy Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Bonterra Energy Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:53.21% (+3.65%)

Analysis last updated: Thursday, May 2, 2024 at 02:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3683	4.49
$α$	0.0963	7.35
$β$	0.8673	39.40
$γ_{1}$	-0.1301	-2.29
$γ_{2}$	0.2627	2.88
$γ_{3}$	-0.3227	-4.84
$γ_{4}$	0.3492	6.98
$γ_{5}$	-0.2149	-3.54
$γ_{6}$	0.0383	0.68
$γ_{7}$	0.1233	2.51
$γ_{8}$	-0.1896	-4.57
$γ_{9}$	0.0944	3.50

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

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Volatility Forecasts