V-Lab: Unitika Ltd MF2-GARCH Volatility Analysis

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V-Lab

Unitika Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:61.64% (+1.17%)

Analysis last updated: Saturday, May 11, 2024 at 05:15 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.1122	18.30
$β$	0.6615	43.81
$γ$	0.0736	7.69
$λ_{1}$	0.1111	2.20
$λ_{2}$	0.0421	3.11
$λ_{3}$	0.9444	52.16

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts