V-Lab: Unid Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Unid Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:47.77% (-0.45%)

Analysis last updated: Friday, May 3, 2024 at 10:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2802	6.17
$α$	0.0998	5.28
$β$	0.7528	16.24
$γ_{1}$	0.5224	3.63
$γ_{2}$	-0.9287	-4.43
$γ_{3}$	0.7556	5.96
$γ_{4}$	-0.5940	-5.53
$γ_{5}$	0.3529	3.79
$γ_{6}$	-0.1492	-1.31
$γ_{7}$	0.1910	1.43
$γ_{8}$	-0.2522	-1.77
$γ_{9}$	0.0834	0.79

Estimation Period:
Dec 3, 2004 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts