V-Lab
Hanil Hyundai Cement Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:18.73% (-0.58%)
Analysis last updated: Wednesday, May 1, 2024 at 10:07 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6830 | 6.21 | |
| 0.1533 | 10.31 | |
| 0.7818 | 40.15 | |
| -0.0010 | -0.03 | |
| 0.0421 | 0.81 | |
| -0.1634 | -4.93 | |
| 0.2461 | 7.75 | |
| -0.1997 | -5.41 | |
| 0.1467 | 4.19 | |
| -0.1754 | -5.40 | |
| 0.1653 | 6.45 |
Estimation Period:
Jan 3, 1990 to Apr 30, 2024
Jan 3, 1990 to Apr 30, 2024
News Impact Curve
Volatility Forecasts
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