V-Lab
V-Lab
Uniquest Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:56.56% (-1.27%)

Analysis last updated: Saturday, May 4, 2024 at 11:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Uniquest Corp GJR-GARCH
paramt-stat
ω0.04507.46
α0.03877.12
β0.9532247.45
γ0.01121.41
Estimation Period:
Aug 5, 2004 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts