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

V-Lab

| |

V-Lab

Uniquest Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:57.59% (+4.98%)

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
$ω$	1.5037	4.33
$α$	0.0980	5.27
$β$	0.8358	31.30
$γ_{1}$	0.2663	1.99
$γ_{2}$	-0.4545	-2.39
$γ_{3}$	0.4978	4.48
$γ_{4}$	-0.5987	-5.67
$γ_{5}$	0.4650	3.82
$γ_{6}$	-0.2767	-1.71
$γ_{7}$	0.2012	0.78
$γ_{8}$	-0.1683	-0.68

Estimation Period:
Aug 5, 2004 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts