V-Lab: Black Diamond Group Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Black Diamond Group Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:26.20% (-0.91%)

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
$ω$	1.1162	2.53
$α$	0.1145	6.13
$β$	0.7821	19.69
$γ_{1}$	0.0862	0.33
$γ_{2}$	-0.0371	-0.11
$γ_{3}$	-0.0515	-0.29
$γ_{4}$	0.1878	1.19
$γ_{5}$	-0.5422	-3.77
$γ_{6}$	0.5964	4.27
$γ_{7}$	-0.4492	-3.49
$γ_{8}$	0.3393	3.35

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

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Volatility Forecasts

Volatility Forecasts