V-Lab: Unitika Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Unitika Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:72.43% (-5.84%)

Analysis last updated: Saturday, April 20, 2024 at 02:28 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1837	7.25
$α$	0.1152	7.22
$β$	0.8324	35.13
$γ_{1}$	0.0392	3.16
$γ_{2}$	-0.0701	-3.62
$γ_{3}$	0.0502	3.50
$γ_{4}$	-0.0297	-2.16
$γ_{5}$	0.0150	1.30

Estimation Period:
Jan 3, 1990 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts