V-Lab: Hanwha Investment & Securities Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Hanwha Investment & Securities Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:53.16% (-1.37%)

Analysis last updated: Sunday, April 21, 2024 at 12:22 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0290	7.08
$α$	0.0859	9.36
$β$	0.8894	72.02
$γ_{1}$	0.0860	4.45
$γ_{2}$	-0.1500	-4.90
$γ_{3}$	0.0853	3.86
$γ_{4}$	-0.0367	-1.73
$γ_{5}$	0.0461	2.03
$γ_{6}$	-0.0460	-2.58

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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