V-Lab: Yuhan Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Yuhan Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:32.93% (+0.45%)

Analysis last updated: Saturday, April 20, 2024 at 12:08 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7492	8.23
$α$	0.0853	7.69
$β$	0.8768	61.06
$γ_{1}$	-0.0146	-3.77
$γ_{2}$	0.0195	3.48
$γ_{3}$	-0.0053	-1.92

Estimation Period:
Jan 3, 1990 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts