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 Friday, April 19th, 2024:20.19% (-1.38%)

Analysis last updated: Friday, April 19, 2024 at 11:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0014	9.79
$α$	0.1559	8.18
$β$	0.7019	20.70
$γ_{1}$	-0.0982	-1.38
$γ_{2}$	0.0043	0.04
$γ_{3}$	0.2838	2.64
$γ_{4}$	-0.2373	-1.94
$γ_{5}$	-0.0377	-0.33
$γ_{6}$	0.1912	1.75
$γ_{7}$	-0.2886	-2.63
$γ_{8}$	0.3801	4.11
$γ_{9}$	-0.3666	-3.67
$γ_{10}$	0.2655	3.75

Estimation Period:
Jul 3, 1996 to Apr 12, 2024

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