V-Lab: Hotel Shilla Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Hotel Shilla Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:29.04% (-0.74%)

Analysis last updated: Sunday, April 21, 2024 at 12:15 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8053	6.07
$α$	0.0657	8.44
$β$	0.8858	58.59
$γ_{1}$	-0.0006	-0.01
$γ_{2}$	0.0369	0.59
$γ_{3}$	-0.1489	-3.43
$γ_{4}$	0.2335	5.29
$γ_{5}$	-0.2002	-4.11
$γ_{6}$	0.1221	2.61
$γ_{7}$	-0.0557	-1.15
$γ_{8}$	-0.0073	-0.14
$γ_{9}$	0.0403	0.99

Estimation Period:
Mar 12, 1991 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts