V-Lab: Hitejinro Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Hitejinro Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:16.39% (-0.44%)

Analysis last updated: Thursday, April 18, 2024 at 10:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7536	5.50
$α$	0.1033	8.12
$β$	0.8455	33.87
$γ_{1}$	-0.0991	-1.73
$γ_{2}$	0.2085	2.20
$γ_{3}$	-0.2106	-2.17
$γ_{4}$	0.0943	1.02
$γ_{5}$	0.0853	1.04
$γ_{6}$	-0.1633	-1.43
$γ_{7}$	0.1046	0.84
$γ_{8}$	0.0077	0.08
$γ_{9}$	-0.0514	-0.64
$γ_{10}$	0.0418	0.83

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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