V-Lab: Black Diamond Group Ltd GJR-GARCH Volatility Analysis

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V-Lab

Black Diamond Group Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, April 24th, 2024:28.19% (+0.33%)

Analysis last updated: Wednesday, April 24, 2024 at 12:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0458	10.96
$α$	0.0160	9.66
$β$	0.9580	564.54
$γ$	0.0451	13.59

Estimation Period:
Sep 26, 2006 to Apr 19, 2024

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Volatility Forecasts