V-Lab: HwaSung Industrial Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

HwaSung Industrial Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:20.04% (-0.26%)

Analysis last updated: Saturday, April 27, 2024 at 11:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6470	6.08
$α$	0.1259	9.96
$β$	0.8042	42.11
$γ_{1}$	0.0285	0.71
$γ_{2}$	0.0254	0.43
$γ_{3}$	-0.2008	-4.61
$γ_{4}$	0.2515	5.93
$γ_{5}$	-0.1573	-3.69
$γ_{6}$	0.0895	1.76
$γ_{7}$	-0.0844	-1.61
$γ_{8}$	0.0885	1.98
$γ_{9}$	-0.0471	-1.67

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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