V-Lab: BrainChip Holdings Ltd Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

BrainChip Holdings Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:89.87% (+0.30%)

Analysis last updated: Saturday, April 27, 2024 at 07:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3344	5.63
$α$	0.1004	4.96
$β$	0.8040	16.48
$γ_{1}$	-0.2825	-2.66
$γ_{2}$	0.5293	3.70
$γ_{3}$	-0.4112	-3.14
$γ_{4}$	0.4015	2.01

Estimation Period:
Nov 9, 2011 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts