Unity Bank PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, September 26th, 2025:8.01% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0294 | 4.99 | |
| 0.1212 | 9.58 | |
| 0.8844 | 227.30 | |
| -0.0114 | -0.52 |
Estimation Period:
Feb 15, 2007 to May 30, 2025
Feb 15, 2007 to May 30, 2025
News Impact Curve
Volatility Forecasts
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