V-Lab: Unitika Ltd GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Unitika Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:35.86% (-1.57%)

Analysis last updated: Thursday, May 9, 2024 at 02:22 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	7.9417	9.12
$α$	0.0846	31.34
$β$	0.9748	349.88
$ν$	6	7.48

Estimation Period:
Jan 3, 1990 to May 3, 2024