V-Lab: Hankuk Paper MFG Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Hankuk Paper MFG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:19.86% (-0.85%)

Analysis last updated: Sunday, April 21, 2024 at 12:11 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9732	9.56
$α$	0.1564	8.20
$β$	0.6994	20.50
$γ_{1}$	-0.1074	-1.51
$γ_{2}$	0.0148	0.12
$γ_{3}$	0.2828	2.64
$γ_{4}$	-0.2378	-1.95
$γ_{5}$	-0.0373	-0.33
$γ_{6}$	0.1909	1.76
$γ_{7}$	-0.2888	-2.65
$γ_{8}$	0.3813	4.15
$γ_{9}$	-0.3697	-3.73
$γ_{10}$	0.2685	3.83

Estimation Period:
Jul 3, 1996 to Apr 19, 2024

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