V-Lab: Unid Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Unid Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:51.65% (-3.92%)

Analysis last updated: Saturday, April 27, 2024 at 11:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2841	6.20
$α$	0.0998	5.27
$β$	0.7506	15.95
$γ_{1}$	0.5245	3.66
$γ_{2}$	-0.9314	-4.47
$γ_{3}$	0.7565	6.00
$γ_{4}$	-0.5942	-5.56
$γ_{5}$	0.3530	3.81
$γ_{6}$	-0.1493	-1.32
$γ_{7}$	0.1909	1.43
$γ_{8}$	-0.2525	-1.78
$γ_{9}$	0.0843	0.80

Estimation Period:
Dec 3, 2004 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts