V-Lab: Hyungji Elite Inc Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Hyungji Elite Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:30.98% (-1.06%)

Analysis last updated: Friday, April 19, 2024 at 11:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9521	3.13
$α$	0.2669	5.57
$β$	0.6204	13.65
$γ_{1}$	0.3063	0.93
$γ_{2}$	-0.6874	-1.46
$γ_{3}$	0.9568	2.80
$γ_{4}$	-1.0185	-2.76
$γ_{5}$	0.5570	1.55
$γ_{6}$	-0.0003	-0.00
$γ_{7}$	-0.4849	-2.16
$γ_{8}$	0.6190	3.79

Estimation Period:
Sep 28, 2009 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts