V-Lab: Boart Longyear Group Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Boart Longyear Group Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 15th, 2024:37.89% (-0.13%)

Analysis last updated: Saturday, April 13, 2024 at 07:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5696	1.40
$α$	0.1142	5.77
$β$	0.8738	42.70
$γ_{1}$	-0.4216	-1.39
$γ_{2}$	0.8146	2.07
$γ_{3}$	-0.7309	-3.16
$γ_{4}$	0.5662	1.69
$γ_{5}$	-0.5179	-1.59
$γ_{6}$	0.4918	1.70
$γ_{7}$	-0.2390	-1.07

Estimation Period:
Apr 9, 2007 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts