V-Lab: Han Chang Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Han Chang Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:57.13% (-0.39%)

Analysis last updated: Sunday, April 21, 2024 at 12:18 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7350	10.19
$α$	0.1656	10.32
$β$	0.7519	30.98
$γ_{1}$	0.0375	4.47
$γ_{2}$	-0.0790	-5.83
$γ_{3}$	0.0635	5.57
$γ_{4}$	-0.0204	-1.65
$γ_{5}$	-0.0077	-0.75

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

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Volatility Forecasts

Volatility Forecasts