V-Lab
V-Lab

Black Diamond Group Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:26.07% (-0.32%)

Analysis last updated: Thursday, March 28, 2024 at 10:46 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Black Diamond Group Ltd SGARCH
paramt-stat
ω1.11722.55
α0.11396.09
β0.781719.51
γ10.08890.34
γ2-0.0372-0.11
γ3-0.0620-0.34
γ40.20831.33
γ5-0.5630-3.93
γ60.60284.11
γ7-0.4316-2.51
γ80.28831.10
Estimation Period:
Sep 26, 2006 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts