V-Lab: Hae In Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Hae In Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:29.64% (-0.89%)

Analysis last updated: Wednesday, May 1, 2024 at 10:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5940	5.84
$α$	0.1381	8.51
$β$	0.7988	37.43
$γ_{1}$	-0.0031	-0.07
$γ_{2}$	0.0440	0.64
$γ_{3}$	-0.1478	-3.01
$γ_{4}$	0.1734	3.51
$γ_{5}$	-0.0902	-1.76
$γ_{6}$	-0.0116	-0.21
$γ_{7}$	0.1675	3.07
$γ_{8}$	-0.2647	-5.71
$γ_{9}$	0.1776	5.23

Estimation Period:
Jan 3, 1990 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts