V-Lab
V-Lab

BlackBerry Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:62.81% (-0.47%)

Analysis last updated: Thursday, March 28, 2024 at 10:47 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of BlackBerry Ltd SGARCH
paramt-stat
ω0.58665.76
α0.09024.54
β0.722510.75
γ1-0.2264-3.19
γ20.17051.78
γ30.15892.28
γ4-0.1569-1.56
γ50.13131.35
γ6-0.2506-2.89
γ70.38454.40
γ8-0.3206-3.50
γ90.16561.38
Estimation Period:
Oct 21, 1997 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts