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 Thursday, May 2nd, 2024:21.87% (-1.06%)

Analysis last updated: Wednesday, May 1, 2024 at 10:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7609	8.08
$α$	0.1526	10.46
$β$	0.7683	35.95
$γ_{1}$	0.0070	0.33
$γ_{2}$	-0.0198	-0.62
$γ_{3}$	0.0122	0.53
$γ_{4}$	-0.0155	-0.61
$γ_{5}$	0.0486	1.57
$γ_{6}$	-0.0828	-2.33
$γ_{7}$	0.0846	3.09

Estimation Period:
Jan 3, 1990 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts