V-Lab: HLB Global Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

HLB Global Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:52.16% (-1.56%)

Analysis last updated: Tuesday, April 30, 2024 at 09:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9550	2.15
$α$	0.1445	6.96
$β$	0.7432	22.58
$γ_{1}$	0.0294	0.91
$γ_{2}$	-0.0306	-0.88
$γ_{3}$	-0.0448	-1.40
$γ_{4}$	0.1054	3.16
$γ_{5}$	-0.1444	-4.41
$γ_{6}$	0.2177	6.63
$γ_{7}$	-0.2248	-6.00
$γ_{8}$	0.1109	3.48

Estimation Period:
Mar 23, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts