V-Lab: Hanil Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Hanil Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:13.80% (-0.32%)

Analysis last updated: Sunday, April 21, 2024 at 12:20 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7423	5.99
$α$	0.1275	9.50
$β$	0.7983	34.39
$γ_{1}$	-0.0393	-0.50
$γ_{2}$	0.0919	0.78
$γ_{3}$	-0.1291	-1.89
$γ_{4}$	0.0832	1.48
$γ_{5}$	0.0384	0.76
$γ_{6}$	-0.0939	-1.95
$γ_{7}$	0.1003	1.82
$γ_{8}$	-0.0667	-1.19
$γ_{9}$	-0.0610	-1.07
$γ_{10}$	0.1422	3.29

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

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