V-Lab: Hanil Iron & Steel Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Hanil Iron & Steel Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:36.64% (-0.22%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8157	6.78
$α$	0.1409	8.26
$β$	0.7776	30.58
$γ_{1}$	-0.0391	-0.81
$γ_{2}$	0.1068	1.51
$γ_{3}$	-0.1690	-2.93
$γ_{4}$	0.1158	1.64
$γ_{5}$	0.0445	0.62
$γ_{6}$	-0.1366	-2.09
$γ_{7}$	0.1415	2.15
$γ_{8}$	-0.1001	-1.67
$γ_{9}$	0.0962	1.78
$γ_{10}$	-0.1009	-2.66

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

Other Hanil Iron & Steel Co Ltd Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Spline-GARCH
MEM
Asy. MEM
Asy. Power MEM
GAS-GARCH Student T
MF2-GARCH