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

V-Lab

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V-Lab

UBE Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:23.45% (-1.10%)

Analysis last updated: Tuesday, April 30, 2024 at 10:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9066	6.15
$α$	0.0829	8.89
$β$	0.8828	74.08
$γ_{1}$	-0.1118	-2.46
$γ_{2}$	0.2494	3.83
$γ_{3}$	-0.2743	-7.47
$γ_{4}$	0.2222	6.72
$γ_{5}$	-0.1354	-3.98
$γ_{6}$	0.0837	2.46
$γ_{7}$	-0.0680	-2.17
$γ_{8}$	0.0577	2.57

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts