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

V-Lab

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V-Lab

Hae In Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:25.31% (-1.02%)

Analysis last updated: Wednesday, May 1, 2024 at 10:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5777	5.58
$α$	0.1371	8.49
$β$	0.8005	37.73
$γ_{1}$	-0.0164	-0.35
$γ_{2}$	0.0672	0.97
$γ_{3}$	-0.1665	-3.37
$γ_{4}$	0.1890	3.80
$γ_{5}$	-0.1025	-1.99
$γ_{6}$	0.0004	0.01
$γ_{7}$	0.1494	2.72
$γ_{8}$	-0.2277	-4.02
$γ_{9}$	0.0865	0.91

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

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Volatility Forecasts

Volatility Forecasts