V-Lab
V-Lab

Borneo International Furniture BIF Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, July 5th, 2017:580.43% (-70.35%)

Analysis last updated: Tuesday, July 4, 2017 at 08:30 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Borneo International Furniture BIF Co Ltd SGARCH
paramt-stat
ω0.51865.65
α0.15039.53
β0.754927.13
γ1-0.0000-0.00
γ20.17501.75
γ3-0.3763-5.64
γ40.23713.62
γ5-0.0171-0.23
γ6-0.0648-0.72
γ70.13641.02
γ80.15050.42
Estimation Period:
Jan 3, 1990 to Jun 30, 2017
Impact of return on volatility tomorrow
Volatility Forecasts