V-Lab: Hansol Holdings Co Ltd MF2-GARCH Volatility Analysis

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V-Lab

Hansol Holdings Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:13.79% (-0.67%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.0892	25.98
$β$	0.7633	99.04
$γ$	0.0655	13.06
$λ_{1}$	0.0022	2.24
$λ_{2}$	0.0223	11.84
$λ_{3}$	0.9777	485.43

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts