V-Lab: Uni-Chem Co Ltd Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Uni-Chem Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:46.42% (-1.64%)

Analysis last updated: Sunday, April 21, 2024 at 12:13 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5829	6.08
$α$	0.1367	8.25
$β$	0.7927	33.60
$γ_{1}$	-0.0769	-1.38
$γ_{2}$	0.1722	2.06
$γ_{3}$	-0.2017	-3.17
$γ_{4}$	0.1371	1.75
$γ_{5}$	-0.0708	-0.69
$γ_{6}$	0.1449	1.43
$γ_{7}$	-0.2519	-3.18
$γ_{8}$	0.2645	3.18
$γ_{9}$	-0.2406	-2.56
$γ_{10}$	0.3744	3.77

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

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