V-Lab: Hanwha Investment & Securities Co Ltd Spline-GARCH Volatility Analysis

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V-Lab

Hanwha Investment & Securities Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:50.58% (-1.47%)

Analysis last updated: Wednesday, May 1, 2024 at 10:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8682	6.63
$α$	0.0907	8.49
$β$	0.8723	60.53
$γ_{1}$	0.0218	0.49
$γ_{2}$	0.0594	0.85
$γ_{3}$	-0.2377	-4.70
$γ_{4}$	0.2688	5.58
$γ_{5}$	-0.1884	-3.83
$γ_{6}$	0.1100	2.28
$γ_{7}$	-0.0201	-0.43
$γ_{8}$	-0.0173	-0.31
$γ_{9}$	0.0619	0.42

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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