V-Lab: BioDelivery Sciences International Inc GARCH Volatility Analysis

V-Lab

BioDelivery Sciences International Inc GARCH Volatility Analysis

Volatility Prediction for Wednesday, March 23rd, 2022:51.00% (-0.19%)

Analysis last updated: Tuesday, March 22, 2022 at 11:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.4702	14.32
$α$	0.1364	16.96
$β$	0.7552	62.94

Estimation Period:
Jul 25, 2002 to Mar 4, 2022

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts