V-Lab: BlackBerry Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

BlackBerry Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:52.03% (-0.86%)

Analysis last updated: Saturday, May 4, 2024 at 05:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6005	5.89
$α$	0.0898	4.52
$β$	0.7178	10.33
$γ_{1}$	-0.2177	-3.11
$γ_{2}$	0.1628	1.72
$γ_{3}$	0.1539	2.30
$γ_{4}$	-0.1456	-1.51
$γ_{5}$	0.1119	1.18
$γ_{6}$	-0.2244	-2.63
$γ_{7}$	0.3585	4.22
$γ_{8}$	-0.2928	-3.55
$γ_{9}$	0.0990	1.64

Estimation Period:
Oct 21, 1997 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts