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

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V-Lab

BYC Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 15th, 2024:17.87% (-0.81%)

Analysis last updated: Saturday, April 13, 2024 at 11:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6307	6.41
$α$	0.1585	7.10
$β$	0.7171	21.25
$γ_{1}$	-0.0249	-0.73
$γ_{2}$	0.0265	0.52
$γ_{3}$	-0.0570	-1.45
$γ_{4}$	0.1139	2.38
$γ_{5}$	-0.1251	-2.27
$γ_{6}$	0.1344	1.85
$γ_{7}$	-0.1307	-1.36
$γ_{8}$	0.1647	1.69
$γ_{9}$	-0.2517	-2.01

Estimation Period:
Jan 3, 1990 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts