V-Lab: BlackBerry Ltd Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

BlackBerry Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 25th, 2024:59.97% (-1.91%)

Analysis last updated: Thursday, April 25, 2024 at 01:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5865	5.77
$α$	0.0900	4.54
$β$	0.7215	10.67
$γ_{1}$	-0.2267	-3.20
$γ_{2}$	0.1721	1.80
$γ_{3}$	0.1568	2.30
$γ_{4}$	-0.1546	-1.57
$γ_{5}$	0.1261	1.30
$γ_{6}$	-0.2428	-2.81
$γ_{7}$	0.3803	4.36
$γ_{8}$	-0.3249	-3.57
$γ_{9}$	0.1766	1.53

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

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