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

V-Lab

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V-Lab

Uniquest Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, April 17th, 2024:50.89% (+0.60%)

Analysis last updated: Wednesday, April 17, 2024 at 09:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5068	4.35
$α$	0.0979	5.25
$β$	0.8356	31.34
$γ_{1}$	0.2690	2.01
$γ_{2}$	-0.4589	-2.41
$γ_{3}$	0.5012	4.51
$γ_{4}$	-0.6006	-5.66
$γ_{5}$	0.4639	3.77
$γ_{6}$	-0.2731	-1.66
$γ_{7}$	0.1972	0.75
$γ_{8}$	-0.1657	-0.66

Estimation Period:
Aug 5, 2004 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts