Black Diamond Group Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:27.31% (+1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1163 | 2.53 | |
| 0.0956 | 5.98 | |
| 0.8057 | 22.26 | |
| 0.0688 | 0.25 | |
| -0.0018 | -0.00 | |
| -0.1020 | -0.56 | |
| 0.2743 | 1.79 | |
| -0.6335 | -4.40 | |
| 0.6403 | 4.03 | |
| -0.4441 | -2.47 | |
| 0.2981 | 1.67 | |
| -0.0815 | -0.66 |
Estimation Period:
Sep 26, 2006 to Jan 30, 2026
Sep 26, 2006 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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