V-Lab: BlackBerry Ltd Asy. Power MEM Volatility Analysis

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V-Lab

BlackBerry Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:54.25% (-0.98%)

Analysis last updated: Friday, April 26, 2024 at 02:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1332	16.22
$α$	0.2481	67.27
$β$	0.7263	166.61
$γ$	0.0441	6.57
$δ$	0.7508	17.27

Estimation Period:
Oct 21, 1997 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts