V-Lab: Hwa Shin Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Hwa Shin Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:43.78% (+0.52%)

Analysis last updated: Sunday, April 21, 2024 at 12:16 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7999	6.87
$α$	0.0847	7.41
$β$	0.8434	37.47
$γ_{1}$	0.0484	0.82
$γ_{2}$	-0.1932	-2.10
$γ_{3}$	0.1841	2.52
$γ_{4}$	-0.0000	-0.00
$γ_{5}$	0.0003	0.00
$γ_{6}$	-0.1216	-1.63
$γ_{7}$	0.0863	1.22
$γ_{8}$	0.0922	1.37
$γ_{9}$	-0.1650	-2.34
$γ_{10}$	0.0724	1.38

Estimation Period:
Jan 14, 1994 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts