Universal Corp/VA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:55.99% (-12.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6800 | 7.94 | |
| 0.1297 | 6.04 | |
| 0.6317 | 10.33 | |
| -0.0956 | -2.70 | |
| 0.1619 | 3.40 | |
| -0.1595 | -6.14 | |
| 0.2034 | 8.69 | |
| -0.1981 | -8.31 | |
| 0.1319 | 4.97 | |
| -0.0453 | -1.34 | |
| -0.0214 | -0.56 | |
| 0.0360 | 1.11 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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