V-Lab
Hanwha Investment & Securities Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:43.35% (-1.69%)
Analysis last updated: Wednesday, May 1, 2024 at 10:12 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0281 | 7.09 | |
| 0.0860 | 9.35 | |
| 0.8892 | 71.81 | |
| 0.0858 | 4.45 | |
| -0.1497 | -4.90 | |
| 0.0851 | 3.86 | |
| -0.0362 | -1.71 | |
| 0.0453 | 2.00 | |
| -0.0452 | -2.54 |
Estimation Period:
Jan 3, 1990 to Apr 30, 2024
Jan 3, 1990 to Apr 30, 2024
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