V-Lab: Hansol PNS Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Hansol PNS Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:30.70% (-2.82%)

Analysis last updated: Sunday, April 21, 2024 at 12:17 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7454	7.96
$α$	0.1537	10.47
$β$	0.7658	35.45
$γ_{1}$	0.0034	0.16
$γ_{2}$	-0.0151	-0.47
$γ_{3}$	0.0103	0.45
$γ_{4}$	-0.0144	-0.57
$γ_{5}$	0.0475	1.54
$γ_{6}$	-0.0812	-2.29
$γ_{7}$	0.0828	3.04

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts