V-Lab: Buru Energy Ltd MF2-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Buru Energy Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:73.65% (-2.53%)

Analysis last updated: Thursday, May 2, 2024 at 04:19 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.1827	2.82
$β$	0.3144	5.84
$γ$	-0.1748	-2.65
$λ_{1}$	7.6684	0.29
$λ_{2}$	0.2862	0.31
$λ_{3}$	0.3231	0.15

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts