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

V-Lab

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V-Lab

Hansae Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:43.31% (+4.56%)

Analysis last updated: Thursday, April 18, 2024 at 10:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8409	12.58
$α$	0.0380	2.99
$β$	0.9328	42.22
$γ_{1}$	-0.0017	-2.23

Estimation Period:
Mar 20, 2009 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts