V-Lab: Huvis Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Huvis Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:32.00% (+0.93%)

Analysis last updated: Sunday, April 21, 2024 at 12:09 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4589	6.59
$α$	0.1211	4.09
$β$	0.7900	20.29
$γ_{1}$	-0.0883	-0.28
$γ_{2}$	0.5062	1.03
$γ_{3}$	-0.7569	-2.25
$γ_{4}$	0.6581	2.22
$γ_{5}$	-0.2138	-0.77
$γ_{6}$	-0.7440	-1.58
$γ_{7}$	1.1904	1.81
$γ_{8}$	-0.7218	-1.51

Estimation Period:
Feb 23, 2012 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts