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Bluegreen Vacations Corporation Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, May 5, 2021 at 11:00 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Bluegreen Vacations Corporation S0GARCH
paramt-stat
ω0.85352.26
α0.15163.36
β0.47933.75
γ10.27560.02
γ212.43600.75
γ3-28.1705-2.48
γ430.95072.29
γ5-39.7173-2.02
γ647.09322.36
γ7-24.6429-1.88
γ8-11.8621-1.08
γ920.63451.53
γ10-6.5919-0.68
Estimation Period:
Nov 17, 2017 to Apr 30, 2021
Impact of return on volatility tomorrow
Volatility Forecasts