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

V-Lab

| |

V-Lab

BYC Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:34.89% (-2.14%)

Analysis last updated: Friday, May 3, 2024 at 10:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6490	6.82
$α$	0.1521	7.20
$β$	0.7181	20.52
$γ_{1}$	-0.0091	-0.28
$γ_{2}$	0.0006	0.01
$γ_{3}$	-0.0372	-0.97
$γ_{4}$	0.0949	2.06
$γ_{5}$	-0.1067	-2.01
$γ_{6}$	0.1156	1.65
$γ_{7}$	-0.1085	-1.18
$γ_{8}$	0.1286	1.50
$γ_{9}$	-0.1244	-2.32

Estimation Period:
Jan 3, 1990 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts