V-Lab
V-Lab

Black Diamond Group Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 1st, 2024:26.33% (-0.26%)

Analysis last updated: Friday, March 29, 2024 at 01:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Black Diamond Group Ltd S0GARCH
paramt-stat
ω1.11102.54
α0.11436.11
β0.780619.48
γ10.08380.32
γ2-0.0315-0.09
γ3-0.0613-0.34
γ40.20531.31
γ5-0.5612-3.93
γ60.60634.31
γ7-0.4468-3.34
γ80.32983.15
Estimation Period:
Sep 26, 2006 to Mar 28, 2024
Impact of return on volatility tomorrow
Volatility Forecasts