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

V-Lab

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V-Lab

Unid Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:40.20% (-0.16%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2833	6.17
$α$	0.1003	5.29
$β$	0.7515	16.02
$γ_{1}$	0.5227	3.63
$γ_{2}$	-0.9290	-4.44
$γ_{3}$	0.7559	5.97
$γ_{4}$	-0.5944	-5.54
$γ_{5}$	0.3536	3.80
$γ_{6}$	-0.1507	-1.33
$γ_{7}$	0.1947	1.46
$γ_{8}$	-0.2605	-1.83
$γ_{9}$	0.0929	0.87

Estimation Period:
Dec 3, 2004 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts