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V-Lab

Unibel Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, June 10, 2025 at 10:28 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Unibel SGARCH
paramt-stat
ω0.73707.59
α0.21647.51
β0.50119.13
γ10.28472.11
γ2-0.4397-1.87
γ30.41552.05
γ4-0.4749-2.32
γ50.18780.95
γ6-0.0361-0.21
γ7-0.0147-0.08
γ80.71582.19
Estimation Period:
Jan 1, 1990 to Jun 6, 2025
Impact of return on volatility tomorrow
Volatility Forecasts