V-Lab: Borneo International Furniture BIF Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Borneo International Furniture BIF Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, July 5th, 2017:512.44% (-73.42%)

Analysis last updated: Tuesday, July 4, 2017 at 08:31 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4835	5.00
$α$	0.1511	8.72
$β$	0.7397	24.59
$γ_{1}$	-0.0696	-0.80
$γ_{2}$	0.2910	2.36
$γ_{3}$	-0.3629	-5.20
$γ_{4}$	0.0534	0.83
$γ_{5}$	0.1726	2.30
$γ_{6}$	-0.1125	-1.19
$γ_{7}$	-0.0488	-0.32
$γ_{8}$	0.3992	1.63
$γ_{9}$	-0.5531	-2.37

Estimation Period:
Jan 3, 1990 to Jun 30, 2017

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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