V-Lab: Black Diamond Group Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

Black Diamond Group Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:30.43% (-1.03%)

Analysis last updated: Thursday, April 18, 2024 at 12:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	9.3515	3.57
$α$	0.0789	25.21
$β$	0.9857	240.59
$ν$	4	10.73

Estimation Period:
Sep 26, 2006 to Apr 12, 2024