V-Lab: UBE Corp Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

UBE Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:19.83% (+0.37%)

Analysis last updated: Saturday, May 11, 2024 at 05:02 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8788	6.05
$α$	0.0828	8.93
$β$	0.8830	74.24
$γ_{1}$	-0.1211	-2.68
$γ_{2}$	0.2644	4.09
$γ_{3}$	-0.2846	-7.77
$γ_{4}$	0.2306	6.98
$γ_{5}$	-0.1423	-4.17
$γ_{6}$	0.0885	2.54
$γ_{7}$	-0.0695	-1.88
$γ_{8}$	0.0532	0.86

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts