V-Lab: BYC Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

BYC Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:80.14% (-4.68%)

Analysis last updated: Sunday, April 21, 2024 at 12:22 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6674	6.94
$α$	0.1553	7.28
$β$	0.7184	20.70
$γ_{1}$	-0.0105	-0.32
$γ_{2}$	0.0051	0.10
$γ_{3}$	-0.0415	-1.07
$γ_{4}$	0.0967	2.07
$γ_{5}$	-0.1086	-2.01
$γ_{6}$	0.1192	1.67
$γ_{7}$	-0.1128	-1.20
$γ_{8}$	0.1319	1.52
$γ_{9}$	-0.1259	-2.32

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts