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

V-Lab

| |

V-Lab

BLIS Technologies Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:56.67% (-1.70%)

Analysis last updated: Saturday, May 4, 2024 at 10:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5611	3.91
$α$	0.1609	6.91
$β$	0.7378	17.74
$γ_{1}$	-0.0854	-0.42
$γ_{2}$	0.1857	0.65
$γ_{3}$	-0.1545	-0.80
$γ_{4}$	-0.0745	-0.32
$γ_{5}$	0.2788	1.15
$γ_{6}$	-0.3507	-1.45
$γ_{7}$	0.3283	1.51
$γ_{8}$	-0.0584	-0.26

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts