V-Lab: Union Materials Corp Spline-GARCH Volatility Analysis

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V-Lab

Union Materials Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:70.49% (+21.27%)

Analysis last updated: Sunday, April 21, 2024 at 12:08 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2051	3.04
$α$	0.1471	4.47
$β$	0.7641	16.66
$γ_{1}$	0.9670	1.91
$γ_{2}$	-1.8933	-2.37
$γ_{3}$	1.5848	2.35
$γ_{4}$	-0.6573	-0.91
$γ_{5}$	-0.3794	-0.42
$γ_{6}$	0.6989	1.00
$γ_{7}$	-0.1146	-0.28
$γ_{8}$	-1.0149	-1.72
$γ_{9}$	1.9215	2.54
$γ_{10}$	-3.0794	-3.35

Estimation Period:
Sep 29, 2009 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts