V-Lab
V-Lab

Hanyang Securities Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2024:20.68% (-0.87%)

Analysis last updated: Thursday, March 28, 2024 at 12:21 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hanyang Securities Co Ltd S0GARCH
paramt-stat
ω1.05277.09
α0.10417.19
β0.851839.30
γ10.05471.29
γ20.00500.08
γ3-0.2232-4.60
γ40.30376.22
γ5-0.2509-4.30
γ60.13752.09
γ70.02880.48
γ8-0.0637-1.24
γ9-0.0055-0.15
Estimation Period:
Jan 3, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts