V-Lab: BK Tops Co Ltd MF2-GARCH Volatility Analysis

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V-Lab

BK Tops Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:270.56% (+2.33%)

Analysis last updated: Saturday, May 11, 2024 at 03:46 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.1275	0.56
$β$	0.2467	0.30
$γ$	0.0353	0.19
$λ_{1}$	9.9521	0.01
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.6803	0.01

Estimation Period:
Jan 1, 2001 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts