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

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V-Lab

Unid Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:45.02% (-4.39%)

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
$ω$	1.3019	6.22
$α$	0.1006	5.38
$β$	0.7549	17.07
$γ_{1}$	0.5398	3.73
$γ_{2}$	-0.9564	-4.54
$γ_{3}$	0.7741	6.06
$γ_{4}$	-0.6069	-5.61
$γ_{5}$	0.3558	3.79
$γ_{6}$	-0.1325	-1.14
$γ_{7}$	0.1352	0.94
$γ_{8}$	-0.1178	-0.59
$γ_{9}$	-0.2663	-0.70

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts