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

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V-Lab

Yuhan Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:32.35% (+1.18%)

Analysis last updated: Tuesday, April 30, 2024 at 10:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7495	8.25
$α$	0.0852	7.68
$β$	0.8767	61.02
$γ_{1}$	-0.0146	-3.77
$γ_{2}$	0.0194	3.48
$γ_{3}$	-0.0053	-1.92

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts