V-Lab: Black Diamond Group Ltd Asy. Power MEM Volatility Analysis

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V-Lab

Black Diamond Group Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:43.29% (+11.58%)

Analysis last updated: Saturday, May 4, 2024 at 05:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1501	20.97
$α$	0.2137	43.95
$β$	0.7672	138.04
$γ$	0.1613	14.75
$δ$	1.1209	24.60

Estimation Period:
Sep 26, 2006 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts