V-Lab: Hitejinro Holdings Co Ltd Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Hitejinro Holdings Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:12.05% (-0.66%)

Analysis last updated: Thursday, May 2, 2024 at 11:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7017	5.68
$α$	0.1075	7.26
$β$	0.8286	25.98
$γ_{1}$	-0.0939	-2.29
$γ_{2}$	0.1935	3.28
$γ_{3}$	-0.2272	-4.12
$γ_{4}$	0.2058	2.74
$γ_{5}$	-0.1041	-1.35
$γ_{6}$	0.0088	0.16
$γ_{7}$	0.0246	0.52
$γ_{8}$	0.0408	0.83
$γ_{9}$	-0.2074	-2.70

Estimation Period:
Jan 3, 1990 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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