V-Lab: UNY Group Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

UNY Group Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, August 29th, 2016:40.57% (-1.30%)

Analysis last updated: Friday, August 26, 2016 at 06:55 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1429	6.37
$α$	0.0841	7.65
$β$	0.8639	47.73
$γ_{1}$	-0.0736	-1.65
$γ_{2}$	0.1784	2.73
$γ_{3}$	-0.1968	-4.76
$γ_{4}$	0.1154	2.84
$γ_{5}$	0.0076	0.18
$γ_{6}$	-0.0697	-1.76
$γ_{7}$	0.0577	2.05

Estimation Period:
Jan 3, 1990 to Aug 26, 2016

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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