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

V-Lab

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V-Lab

Unid Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:49.58% (-4.19%)

Analysis last updated: Thursday, May 9, 2024 at 11:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3040	6.25
$α$	0.1011	5.40
$β$	0.7525	16.84
$γ_{1}$	0.5394	3.76
$γ_{2}$	-0.9558	-4.57
$γ_{3}$	0.7750	6.09
$γ_{4}$	-0.6113	-5.65
$γ_{5}$	0.3640	3.93
$γ_{6}$	-0.1422	-1.26
$γ_{7}$	0.1461	1.03
$γ_{8}$	-0.1327	-0.67
$γ_{9}$	-0.2540	-0.66

Estimation Period:
Dec 3, 2004 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts