V-Lab: Hwaseung Corp Co Ltd AGARCH Volatility Analysis

V-Lab

| |

V-Lab

Hwaseung Corp Co Ltd AGARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:32.96% (-0.78%)

Analysis last updated: Thursday, April 18, 2024 at 10:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8119	12.10
$α$	0.1461	29.82
$β$	0.7740	159.62
$γ$	0.2064	3.25

Estimation Period:
Feb 22, 1991 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts