V-Lab: Bod Science Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

Bod Science Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, June 5th, 2025:4,239,921,173,795,570,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00% (0.00%)

Analysis last updated: Thursday, June 5, 2025 at 08:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1736	1,735,940.00
$α$	0.5831	5,830,800.00
$β$	0.4169	4,168,630.00
$γ_{1}$	14.4184	144,184,300.00
$γ_{2}$	-84.1616	-841,615,800.00
$γ_{3}$	34.9739	349,738,800.00
$γ_{4}$	69.2365	692,365,400.00
$γ_{5}$	275.2999	2,752,999,000.00
$γ_{6}$	-1,023.1720	-10,231,720,000.00
$γ_{7}$	1,170.6530	11,706,530,000.00

Estimation Period:
Oct 27, 2016 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts