V-Lab: BYC Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

BYC Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:45.05% (-3.14%)

Analysis last updated: Saturday, April 27, 2024 at 11:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6349	6.65
$α$	0.1532	7.24
$β$	0.7165	20.38
$γ_{1}$	-0.0133	-0.40
$γ_{2}$	0.0056	0.11
$γ_{3}$	-0.0385	-1.01
$γ_{4}$	0.0961	2.08
$γ_{5}$	-0.1078	-2.03
$γ_{6}$	0.1166	1.67
$γ_{7}$	-0.1098	-1.20
$γ_{8}$	0.1300	1.54
$γ_{9}$	-0.1248	-2.37

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts