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

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V-Lab

Hanil Holdings Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:17.93% (-0.09%)

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
$ω$	0.7208	5.66
$α$	0.1183	9.49
$β$	0.8283	43.64
$γ_{1}$	-0.0144	-3.37
$γ_{2}$	0.0223	3.67
$γ_{3}$	-0.0244	-4.41

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts