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

V-Lab

Bod Science Ltd 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
$ω$	71.5693	715,693,300.00
$α$	0.4328	4,327,790.00
$β$	0.5468	5,468,360.00
$γ_{1}$	-43.2285	-432,285,000.00
$γ_{2}$	13.4185	134,184,600.00
$γ_{3}$	16.9514	169,513,600.00
$γ_{4}$	75.0550	750,549,900.00
$γ_{5}$	-5.4620	-54,620,340.00
$γ_{6}$	-29.7291	-297,291,000.00
$γ_{7}$	-30.3823	-303,822,700.00
$γ_{8}$	-309.8309	-3,098,309,000.00
$γ_{9}$	-78.4548	-784,548,000.00

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts