V-Lab: BIG Banc Split COR CL Shares Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

BIG Banc Split COR CL Shares Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:27.29% (+2.35%)

Analysis last updated: Friday, April 26, 2024 at 02:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8816	6.68
$α$	0.1744	3.32
$β$	0.3843	2.29
$γ_{1}$	0.8245	2.46
$γ_{2}$	-1.4908	-3.03
$γ_{3}$	0.8866	3.04

Estimation Period:
Jun 26, 2020 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

Other BIG Banc Split COR CL Shares Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Spline-GARCH
MEM
Asy. MEM
Asy. Power MEM
GAS-GARCH Student T
MF2-GARCH