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V-Lab

Uniti Group Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, August 9, 2022 at 06:21 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Uniti Group Ltd S0GARCH
paramt-stat
ω1.29552.88
α0.12922.96
β0.63053.39
γ1-19.2507-2.48
γ223.03841.89
γ34.45060.49
γ4-16.6016-1.77
γ510.47550.84
γ6-1.2475-0.10
γ7-2.9571-0.24
γ818.66651.07
γ9-56.2324-2.54
γ1064.77934.38
Estimation Period:
Feb 13, 2019 to Aug 5, 2022
Impact of return on volatility tomorrow
Volatility Forecasts