V-Lab: Hae In Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Hae In Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:36.35% (-0.24%)

Analysis last updated: Sunday, April 21, 2024 at 12:23 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5776	5.64
$α$	0.1377	8.48
$β$	0.7982	37.10
$γ_{1}$	-0.0107	-0.23
$γ_{2}$	0.0552	0.80
$γ_{3}$	-0.1532	-3.11
$γ_{4}$	0.1761	3.57
$γ_{5}$	-0.0911	-1.78
$γ_{6}$	-0.0124	-0.22
$γ_{7}$	0.1686	3.11
$γ_{8}$	-0.2629	-5.68
$γ_{9}$	0.1738	5.10

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts