V-Lab: YuHwa Securities Co Ltd EGARCH Volatility Analysis

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V-Lab

YuHwa Securities Co Ltd EGARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:14.96% (-0.09%)

Analysis last updated: Wednesday, May 1, 2024 at 10:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0431	22.26
$α$	0.2023	32.16
$β$	0.9850	1274.28
$γ$	0.0186	3.32

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts