V-Lab: BLIS Technologies Ltd MF2-GARCH Volatility Analysis

V-Lab

| |

V-Lab

BLIS Technologies Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:57.57% (-1.61%)

Analysis last updated: Tuesday, May 7, 2024 at 09:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.1273	13.41
$β$	0.7690	74.11
$γ$	0.0454	3.10
$λ_{1}$	0.0596	1.40
$λ_{2}$	0.0075	4.13
$λ_{3}$	0.9917	411.31

Estimation Period:
Jul 30, 2001 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts