V-Lab: BlackBerry Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

BlackBerry Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 23rd, 2024:57.56% (-2.04%)

Analysis last updated: Tuesday, April 23, 2024 at 02:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6004	5.88
$α$	0.0897	4.53
$β$	0.7193	10.44
$γ_{1}$	-0.2174	-3.10
$γ_{2}$	0.1618	1.71
$γ_{3}$	0.1551	2.29
$γ_{4}$	-0.1467	-1.50
$γ_{5}$	0.1145	1.20
$γ_{6}$	-0.2281	-2.67
$γ_{7}$	0.3602	4.23
$γ_{8}$	-0.2895	-3.49
$γ_{9}$	0.0941	1.55

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

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