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

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V-Lab

Buru Energy Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:75.34% (-7.41%)

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
$ω$	1.2096	5.74
$α$	0.1055	3.90
$β$	0.6927	9.94
$γ_{1}$	0.8364	2.36
$γ_{2}$	-1.4156	-2.57
$γ_{3}$	0.8425	2.22
$γ_{4}$	-0.1403	-0.43
$γ_{5}$	-0.3543	-1.09
$γ_{6}$	0.2656	0.82
$γ_{7}$	0.1533	0.45
$γ_{8}$	-0.2041	-0.60
$γ_{9}$	-0.2381	-0.75
$γ_{10}$	0.3962	1.66

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

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