V-Lab: Uni-Chem Co Ltd Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Uni-Chem Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:39.88% (-1.03%)

Analysis last updated: Tuesday, May 7, 2024 at 10:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5849	6.07
$α$	0.1360	8.24
$β$	0.7944	33.86
$γ_{1}$	-0.0759	-1.36
$γ_{2}$	0.1706	2.04
$γ_{3}$	-0.2009	-3.16
$γ_{4}$	0.1368	1.75
$γ_{5}$	-0.0703	-0.68
$γ_{6}$	0.1431	1.41
$γ_{7}$	-0.2495	-3.13
$γ_{8}$	0.2625	3.16
$γ_{9}$	-0.2383	-2.53
$γ_{10}$	0.3687	3.69

Estimation Period:
Jan 3, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts