V-Lab: HwaSung Industrial Co Ltd GJR-GARCH Volatility Analysis

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V-Lab

HwaSung Industrial Co Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:19.18% (-0.16%)

Analysis last updated: Saturday, April 27, 2024 at 11:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0908	20.89
$α$	0.0846	25.12
$β$	0.9136	467.31
$γ$	-0.0117	-2.09

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

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Volatility Forecasts