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

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V-Lab

Hansae MK Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:37.38% (-1.28%)

Analysis last updated: Sunday, April 21, 2024 at 12:08 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6844	5.28
$α$	0.0824	3.51
$β$	0.8157	14.56
$γ_{1}$	0.5404	1.93
$γ_{2}$	-0.6601	-1.66
$γ_{3}$	-0.0548	-0.26
$γ_{4}$	0.3599	1.75
$γ_{5}$	0.0897	0.35
$γ_{6}$	-0.7426	-2.05
$γ_{7}$	0.6491	1.96

Estimation Period:
Jun 21, 2011 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts