V-Lab: BLIS Technologies Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

BLIS Technologies Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:50.44% (-1.40%)

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
$ω$	0.5675	3.93
$α$	0.1607	6.91
$β$	0.7386	17.86
$γ_{1}$	-0.0739	-0.36
$γ_{2}$	0.1679	0.59
$γ_{3}$	-0.1444	-0.74
$γ_{4}$	-0.0805	-0.34
$γ_{5}$	0.2846	1.17
$γ_{6}$	-0.3645	-1.52
$γ_{7}$	0.3646	1.77
$γ_{8}$	-0.1604	-1.26

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts