V-Lab: Uniquest Corp AGARCH Volatility Analysis

V-Lab

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V-Lab

Uniquest Corp AGARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:38.91% (-2.33%)

Analysis last updated: Thursday, April 18, 2024 at 10:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8842	12.56
$α$	0.1247	17.64
$β$	0.7588	129.51
$γ$	0.6624	7.38

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts