V-Lab: Hanil Hyundai Cement Co Ltd Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Hanil Hyundai Cement Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:16.01% (-0.63%)

Analysis last updated: Wednesday, May 1, 2024 at 10:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6511	6.19
$α$	0.1544	10.02
$β$	0.7756	37.68
$γ_{1}$	-0.0143	-0.42
$γ_{2}$	0.0625	1.24
$γ_{3}$	-0.1750	-5.44
$γ_{4}$	0.2530	8.18
$γ_{5}$	-0.2013	-5.57
$γ_{6}$	0.1382	3.93
$γ_{7}$	-0.1439	-3.54
$γ_{8}$	0.0766	0.92

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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