V-Lab: Buru Energy Ltd Asy. Power MEM Volatility Analysis

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V-Lab

Buru Energy Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:73.49% (-9.95%)

Analysis last updated: Wednesday, May 1, 2024 at 04:11 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0000	8.30
$α$	0.1975	41.39
$β$	0.7375	113.90
$γ$	-0.0027	-0.27
$δ$	1.6714	23.74

Estimation Period:
Sep 1, 2008 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts