V-Lab: Heungkuk Fire & Marine Insurance Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Heungkuk Fire & Marine Insurance Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:40.05% (-4.17%)

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
$ω$	0.9200	6.17
$α$	0.1760	8.98
$β$	0.7649	34.78
$γ_{1}$	0.0188	1.62
$γ_{2}$	-0.0455	-2.63
$γ_{3}$	0.0164	1.29
$γ_{4}$	0.0433	3.43
$γ_{5}$	-0.0455	-4.44

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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