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

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V-Lab

Black Diamond Group Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:32.38% (+4.46%)

Analysis last updated: Friday, April 26, 2024 at 01:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1227	2.55
$α$	0.1142	6.10
$β$	0.7829	19.60
$γ_{1}$	0.0911	0.35
$γ_{2}$	-0.0428	-0.12
$γ_{3}$	-0.0516	-0.29
$γ_{4}$	0.1893	1.20
$γ_{5}$	-0.5405	-3.75
$γ_{6}$	0.5848	4.05
$γ_{7}$	-0.4140	-2.54
$γ_{8}$	0.2395	0.98

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts