Black Diamond Group Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.67% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0205 | 6.40 | |
| 0.0780 | 24.55 | |
| 0.9927 | 1,069.68 | |
| -0.0387 | -12.33 |
Estimation Period:
Sep 26, 2006 to Feb 6, 2026
Sep 26, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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