V-Lab: Uniquest Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Uniquest Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:58.50% (-0.72%)

Analysis last updated: Wednesday, May 1, 2024 at 09:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5020	4.33
$α$	0.0979	5.26
$β$	0.8360	31.33
$γ_{1}$	0.2643	1.98
$γ_{2}$	-0.4508	-2.37
$γ_{3}$	0.4945	4.45
$γ_{4}$	-0.5963	-5.68
$γ_{5}$	0.4653	3.86
$γ_{6}$	-0.2795	-1.76
$γ_{7}$	0.2042	0.81
$γ_{8}$	-0.1697	-0.69

Estimation Period:
Aug 5, 2004 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts