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

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V-Lab

Hanexpress Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:32.44% (+0.39%)

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
$ω$	0.6576	6.93
$α$	0.1697	9.50
$β$	0.7428	32.16
$γ_{1}$	-0.0634	-1.33
$γ_{2}$	0.1733	2.45
$γ_{3}$	-0.2580	-5.05
$γ_{4}$	0.2067	4.08
$γ_{5}$	-0.0477	-0.89
$γ_{6}$	-0.0762	-1.27
$γ_{7}$	0.1419	2.11
$γ_{8}$	-0.1022	-1.25
$γ_{9}$	0.0244	0.28
$γ_{10}$	0.0057	0.09

Estimation Period:
Jan 3, 1990 to Apr 12, 2024

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