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

V-Lab

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V-Lab

UBE Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:22.70% (-0.01%)

Analysis last updated: Sunday, April 21, 2024 at 01:51 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9059	6.16
$α$	0.0831	8.90
$β$	0.8823	73.83
$γ_{1}$	-0.1118	-2.46
$γ_{2}$	0.2493	3.83
$γ_{3}$	-0.2743	-7.48
$γ_{4}$	0.2223	6.73
$γ_{5}$	-0.1357	-4.00
$γ_{6}$	0.0841	2.47
$γ_{7}$	-0.0688	-2.19
$γ_{8}$	0.0586	2.60

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

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Volatility Forecasts

Volatility Forecasts