V-Lab: Heungkuk Fire & Marine Insurance Co Ltd Spline-GARCH Volatility Analysis

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V-Lab

Heungkuk Fire & Marine Insurance Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:34.72% (-4.67%)

Analysis last updated: Sunday, April 21, 2024 at 12:25 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8969	4.69
$α$	0.1796	7.76
$β$	0.7533	31.10
$γ_{1}$	0.0088	0.20
$γ_{2}$	0.0303	0.51
$γ_{3}$	-0.1183	-2.79
$γ_{4}$	0.1084	2.28
$γ_{5}$	-0.0716	-1.43
$γ_{6}$	0.0741	1.48
$γ_{7}$	-0.0255	-0.52
$γ_{8}$	0.0736	1.17
$γ_{9}$	-0.3112	-2.07

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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