V-Lab: Hanwha General Insurance Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Hanwha General Insurance Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:41.86% (-1.46%)

Analysis last updated: Sunday, April 28, 2024 at 12:00 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7643	7.95
$α$	0.1168	10.51
$β$	0.8423	57.52
$γ_{1}$	0.0300	2.85
$γ_{2}$	-0.0686	-4.08
$γ_{3}$	0.0425	2.99
$γ_{4}$	0.0194	1.43
$γ_{5}$	-0.0345	-3.65

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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