V-Lab
V-Lab

UBE Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2024:23.23% (-0.90%)

Analysis last updated: Thursday, March 28, 2024 at 02:38 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of UBE Corp S0GARCH
paramt-stat
ω0.90186.13
α0.08358.89
β0.881873.51
γ1-0.1140-2.49
γ20.25313.87
γ3-0.2768-7.51
γ40.22336.70
γ5-0.1357-3.94
γ60.08382.44
γ7-0.0685-2.17
γ80.05832.58
Estimation Period:
Jan 3, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts