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 Wednesday, May 1st, 2024:83.90% (-6.90%)

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
$ω$	1.2348	5.90
$α$	0.1076	3.91
$β$	0.6776	9.44
$γ_{1}$	0.8779	2.51
$γ_{2}$	-1.4773	-2.72
$γ_{3}$	0.8760	2.36
$γ_{4}$	-0.1599	-0.50
$γ_{5}$	-0.3498	-1.09
$γ_{6}$	0.2747	0.85
$γ_{7}$	0.1309	0.39
$γ_{8}$	-0.1548	-0.44
$γ_{9}$	-0.3575	-0.91
$γ_{10}$	0.7347	1.26

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

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Volatility Forecasts

Volatility Forecasts