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 Friday, May 10th, 2024:51747.41% (-59454.41%)

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
$ω$	51.3269	3.51
$α$	0.7833	555.93
$β$	0.2165	157.59
$γ_{1}$	0.0750	0.46
$γ_{2}$	0.0459	0.19
$γ_{3}$	-0.2063	-1.21
$γ_{4}$	-0.0013	-0.01
$γ_{5}$	0.3800	2.40
$γ_{6}$	-0.6873	-3.30
$γ_{7}$	0.8748	2.00
$γ_{8}$	-1.2026	-1.00
$γ_{9}$	-50.9651	-19.90
$γ_{10}$	208.0524	51.45

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts