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 Thursday, April 18th, 2024:58.18% (-0.66%)

Analysis last updated: Thursday, April 18, 2024 at 10:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7366	10.28
$α$	0.1649	10.29
$β$	0.7520	30.93
$γ_{1}$	0.0378	4.52
$γ_{2}$	-0.0793	-5.87
$γ_{3}$	0.0634	5.58
$γ_{4}$	-0.0201	-1.62
$γ_{5}$	-0.0081	-0.79

Estimation Period:
Jan 3, 1990 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts