V-Lab: BlackBerry Ltd Asy. MEM Volatility Analysis

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V-Lab

BlackBerry Ltd Asy. MEM Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:47.85% (+1.81%)

Analysis last updated: Friday, May 3, 2024 at 01:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5363	27.90
$α$	0.2063	37.42
$β$	0.7424	191.98
$γ$	0.0526	5.60

Estimation Period:
Oct 21, 1997 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts