V-Lab: Union Materials Corp Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Union Materials Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:26.74% (+1.97%)

Analysis last updated: Thursday, May 9, 2024 at 12:34 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1957	3.05
$α$	0.1474	4.49
$β$	0.7615	16.60
$γ_{1}$	0.9450	1.88
$γ_{2}$	-1.8561	-2.34
$γ_{3}$	1.5607	2.33
$γ_{4}$	-0.6426	-0.90
$γ_{5}$	-0.3974	-0.44
$γ_{6}$	0.7406	1.04
$γ_{7}$	-0.1897	-0.46
$γ_{8}$	-0.9283	-1.64
$γ_{9}$	1.8697	2.51
$γ_{10}$	-3.2016	-3.39

Estimation Period:
Sep 29, 2009 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts