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

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V-Lab

Unid Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:40.97% (-1.06%)

Analysis last updated: Friday, April 19, 2024 at 11:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2820	6.14
$α$	0.1002	5.28
$β$	0.7533	16.24
$γ_{1}$	0.5235	3.61
$γ_{2}$	-0.9300	-4.41
$γ_{3}$	0.7549	5.94
$γ_{4}$	-0.5900	-5.50
$γ_{5}$	0.3453	3.66
$γ_{6}$	-0.1406	-1.21
$γ_{7}$	0.1832	1.35
$γ_{8}$	-0.2445	-1.70
$γ_{9}$	0.0781	0.72

Estimation Period:
Dec 3, 2004 to Apr 12, 2024

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