V-Lab: Hanil Iron & Steel Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Hanil Iron & Steel Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:31.78% (-0.72%)

Analysis last updated: Thursday, May 2, 2024 at 11:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8163	6.77
$α$	0.1408	8.26
$β$	0.7781	30.68
$γ_{1}$	-0.0391	-0.81
$γ_{2}$	0.1067	1.51
$γ_{3}$	-0.1688	-2.92
$γ_{4}$	0.1156	1.64
$γ_{5}$	0.0445	0.62
$γ_{6}$	-0.1364	-2.09
$γ_{7}$	0.1408	2.14
$γ_{8}$	-0.0988	-1.64
$γ_{9}$	0.0934	1.73
$γ_{10}$	-0.0975	-2.58

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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