V-Lab: Handok Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Handok Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:23.72% (+2.13%)

Analysis last updated: Saturday, April 20, 2024 at 12:06 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7610	4.91
$α$	0.1392	9.43
$β$	0.8056	42.69
$γ_{1}$	0.0488	1.56
$γ_{2}$	-0.1076	-2.37
$γ_{3}$	0.0770	2.68
$γ_{4}$	-0.0276	-0.99
$γ_{5}$	0.0568	1.69
$γ_{6}$	-0.1206	-3.31
$γ_{7}$	0.1119	4.38

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts