V-Lab: Hankuk Glass Industries Inc Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Hankuk Glass Industries Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, December 13th, 2018:91.29% (-9.99%)

Analysis last updated: Wednesday, December 12, 2018 at 08:22 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7980	6.29
$α$	0.1578	5.50
$β$	0.7646	20.73
$γ_{1}$	-0.0811	-1.86
$γ_{2}$	0.1746	2.71
$γ_{3}$	-0.2001	-4.35
$γ_{4}$	0.1642	3.67
$γ_{5}$	-0.1102	-2.05
$γ_{6}$	0.0966	1.36
$γ_{7}$	-0.0797	-1.12
$γ_{8}$	0.2273	1.76

Estimation Period:
Jan 3, 1990 to Dec 7, 2018

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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