Universal Corp/VA Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:57.07% (-12.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6368 | 7.73 | |
| 0.1294 | 6.06 | |
| 0.6286 | 10.21 | |
| -0.1170 | -3.37 | |
| 0.1966 | 4.19 | |
| -0.1838 | -7.08 | |
| 0.2235 | 9.58 | |
| -0.2136 | -9.02 | |
| 0.1411 | 5.34 | |
| -0.0460 | -1.30 | |
| -0.0333 | -0.70 | |
| 0.0775 | 1.08 |
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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