V-Lab
V-Lab
BlackBerry Ltd GARCH Volatility Analysis
Volatility Prediction for Wednesday, April 24th, 2024:61.70% (-0.18%)

Analysis last updated: Wednesday, April 24, 2024 at 12:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of BlackBerry Ltd GARCH
paramt-stat
ω0.111310.60
α0.023112.91
β0.9700431.49
Estimation Period:
Oct 21, 1997 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts