V-Lab: Uni-Chem Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Uni-Chem Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:35.42% (-1.65%)

Analysis last updated: Sunday, April 21, 2024 at 12:14 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6987	7.63
$α$	0.1190	8.58
$β$	0.8378	46.31
$γ_{1}$	0.0217	1.84
$γ_{2}$	-0.0554	-3.00
$γ_{3}$	0.0534	3.64
$γ_{4}$	-0.0430	-2.96
$γ_{5}$	0.0403	3.71

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

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Volatility Forecasts

Volatility Forecasts