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 Monday, April 22nd, 2024:27.11% (-2.73%)

Analysis last updated: Sunday, April 21, 2024 at 12:07 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9500	3.13
$α$	0.2668	5.58
$β$	0.6204	13.67
$γ_{1}$	0.2996	0.91
$γ_{2}$	-0.6747	-1.44
$γ_{3}$	0.9461	2.79
$γ_{4}$	-1.0144	-2.77
$γ_{5}$	0.5633	1.57
$γ_{6}$	-0.0144	-0.05
$γ_{7}$	-0.4715	-2.10
$γ_{8}$	0.6149	3.77

Estimation Period:
Sep 28, 2009 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts