V-Lab: HS Industries Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

HS Industries Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:35.27% (-1.74%)

Analysis last updated: Saturday, April 27, 2024 at 11:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8080	5.80
$α$	0.1067	6.70
$β$	0.8430	36.42
$γ_{1}$	-0.1066	-5.04
$γ_{2}$	0.1404	4.40
$γ_{3}$	-0.0111	-0.53
$γ_{4}$	-0.0592	-3.26
$γ_{5}$	0.0544	4.15

Estimation Period:
Sep 11, 1995 to Apr 26, 2024

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Volatility Forecasts

Volatility Forecasts