V-Lab: BIG Banc Split COR CL Shares Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

BIG Banc Split COR CL Shares Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 16th, 2024:34.45% (-1.33%)

Analysis last updated: Tuesday, April 16, 2024 at 12:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9131	6.90
$α$	0.1790	3.40
$β$	0.3791	2.29
$γ_{1}$	1.0330	3.07
$γ_{2}$	-1.9657	-3.73
$γ_{3}$	1.8391	3.28

Estimation Period:
Jun 26, 2020 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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