V-Lab: Unitika Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Unitika Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:46.00% (-3.39%)

Analysis last updated: Thursday, May 2, 2024 at 10:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1732	7.29
$α$	0.1163	7.21
$β$	0.8299	34.68
$γ_{1}$	0.0386	3.16
$γ_{2}$	-0.0694	-3.62
$γ_{3}$	0.0499	3.53
$γ_{4}$	-0.0296	-2.18
$γ_{5}$	0.0149	1.31

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts