V-Lab
V-Lab

BK Tops Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:0.00% (0.00%)

Analysis last updated: Saturday, April 27, 2024 at 11:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of BK Tops Co Ltd S0GARCH
paramt-stat
ω100.00001000000000.00
α0.80188018120.00
β0.19711971450.00
γ1-0.9615-9614710.00
γ21.033910338910.00
γ3-11.2978-112977800.00
γ423.9511239511200.00
γ5-20.8534-208533600.00
γ629.7155297154900.00
γ7-26.7023-267023500.00
γ8-56.8360-568359600.00
γ9116.14751161475000.00
Estimation Period:
Jan 1, 2001 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts