V-Lab: BK Tops Co Ltd Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

BK Tops Co Ltd 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 ·

Parameter Estimates

	param	t-stat
$ω$	22.1863	221862900.00
$α$	0.7353	7353500.00
$β$	0.2420	2420250.00
$γ_{1}$	0.1054	1053790.00
$γ_{2}$	-1.3286	-13286070.00
$γ_{3}$	0.6518	6517720.00
$γ_{4}$	9.6240	96240080.00
$γ_{5}$	-83.0769	-830769000.00

Estimation Period:
Jan 1, 2001 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts