V-Lab: Uangel Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Uangel Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:39.27% (-1.29%)

Analysis last updated: Sunday, April 21, 2024 at 12:08 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6383	6.04
$α$	0.1502	6.64
$β$	0.7173	17.43
$γ_{1}$	-0.0020	-0.03
$γ_{2}$	0.0615	0.57
$γ_{3}$	-0.0421	-0.57
$γ_{4}$	-0.0986	-1.46
$γ_{5}$	0.2147	3.17
$γ_{6}$	-0.2496	-3.40
$γ_{7}$	0.1528	2.77

Estimation Period:
Jul 1, 2003 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts