V-Lab: Hanil Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Hanil Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:18.55% (-0.10%)

Analysis last updated: Tuesday, April 30, 2024 at 09:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7753	6.73
$α$	0.1245	9.55
$β$	0.8055	36.57
$γ_{1}$	-0.0133	-0.25
$γ_{2}$	0.0440	0.54
$γ_{3}$	-0.1085	-2.21
$γ_{4}$	0.1344	2.96
$γ_{5}$	-0.0827	-1.63
$γ_{6}$	0.0458	0.99
$γ_{7}$	-0.0072	-0.17
$γ_{8}$	-0.0879	-2.02
$γ_{9}$	0.1308	4.03

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts