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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9123	3.05***
α ARCH Response to squared shocks	0.4645	3.18***
β GARCH Volatility persistence	0.1701	0.87

γ₁	60.3261	1.13
γ₂	-32.6790	-0.44
γ₃	-124.0067	-1.55
γ₄	224.6350	2.20**
γ₅	-245.9365	-2.68***
γ₆	198.3105	2.52**
γ₇	-178.1750	-2.48**
γ₈	198.1881	1.88*
γ₉	-155.4613	-1.57
γ₁₀	71.0827	1.10

V-Lab

Uni-Fuels Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Uni-Fuels Holdings Ltd Analyses