V-Lab: Uniquest Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Uniquest Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:59.54% (-0.83%)

Analysis last updated: Tuesday, April 30, 2024 at 09:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5022	4.32
$α$	0.0980	5.27
$β$	0.8362	31.41
$γ_{1}$	0.2638	1.98
$γ_{2}$	-0.4501	-2.36
$γ_{3}$	0.4942	4.44
$γ_{4}$	-0.5964	-5.66
$γ_{5}$	0.4657	3.86
$γ_{6}$	-0.2803	-1.76
$γ_{7}$	0.2058	0.81
$γ_{8}$	-0.1717	-0.70

Estimation Period:
Aug 5, 2004 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts