V-Lab: UNY Group Holdings Co Ltd Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

UNY Group Holdings Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, August 29th, 2016:42.90% (-1.24%)

Analysis last updated: Friday, August 26, 2016 at 06:55 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1311	6.42
$α$	0.0822	7.52
$β$	0.8647	45.95
$γ_{1}$	-0.0766	-1.74
$γ_{2}$	0.1832	2.85
$γ_{3}$	-0.1989	-4.90
$γ_{4}$	0.1135	2.85
$γ_{5}$	0.0175	0.42
$γ_{6}$	-0.0979	-2.54
$γ_{7}$	0.1412	2.06

Estimation Period:
Jan 3, 1990 to Aug 26, 2016

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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