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

V-Lab

| |

V-Lab

Hitejinro Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:15.83% (-0.35%)

Analysis last updated: Sunday, April 21, 2024 at 12:26 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7529	5.48
$α$	0.1032	8.13
$β$	0.8456	34.02
$γ_{1}$	-0.0983	-1.71
$γ_{2}$	0.2071	2.17
$γ_{3}$	-0.2095	-2.15
$γ_{4}$	0.0935	1.01
$γ_{5}$	0.0860	1.05
$γ_{6}$	-0.1639	-1.43
$γ_{7}$	0.1049	0.84
$γ_{8}$	0.0085	0.09
$γ_{9}$	-0.0530	-0.66
$γ_{10}$	0.0431	0.86

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

Other Hitejinro Holdings Co Ltd Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Spline-GARCH
MEM
Asy. MEM
Asy. Power MEM
GAS-GARCH Student T
MF2-GARCH