V-Lab: BlackBerry Ltd EGARCH Volatility Analysis

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V-Lab

BlackBerry Ltd EGARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:61.03% (-0.89%)

Analysis last updated: Tuesday, April 30, 2024 at 01:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0491	12.45
$α$	0.0925	14.71
$β$	0.9853	834.30
$γ$	0.0159	4.11

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

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Volatility Forecasts

Volatility Forecasts