V-Lab: HwaSung Industrial Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

HwaSung Industrial Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:21.05% (+0.01%)

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
$ω$	0.6466	6.14
$α$	0.1254	9.92
$β$	0.8039	41.83
$γ_{1}$	0.0283	0.71
$γ_{2}$	0.0261	0.45
$γ_{3}$	-0.2018	-4.66
$γ_{4}$	0.2524	5.98
$γ_{5}$	-0.1583	-3.73
$γ_{6}$	0.0906	1.79
$γ_{7}$	-0.0859	-1.64
$γ_{8}$	0.0909	2.04
$γ_{9}$	-0.0496	-1.76

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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