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

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V-Lab

Hanwha General Insurance Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:34.84% (-1.92%)

Analysis last updated: Saturday, April 27, 2024 at 11:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7122	7.50
$α$	0.1319	9.30
$β$	0.7979	40.33
$γ_{1}$	0.0044	0.13
$γ_{2}$	0.0614	1.16
$γ_{3}$	-0.1926	-4.09
$γ_{4}$	0.2123	3.67
$γ_{5}$	-0.1826	-3.29
$γ_{6}$	0.1794	4.45
$γ_{7}$	-0.0985	-2.40
$γ_{8}$	0.0659	1.34
$γ_{9}$	-0.2076	-2.73

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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