V-Lab: Hotel Shilla Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Hotel Shilla Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:26.84% (-0.31%)

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
$ω$	0.8054	6.08
$α$	0.0657	8.44
$β$	0.8857	58.51
$γ_{1}$	-0.0003	-0.01
$γ_{2}$	0.0364	0.58
$γ_{3}$	-0.1487	-3.42
$γ_{4}$	0.2335	5.29
$γ_{5}$	-0.2001	-4.11
$γ_{6}$	0.1219	2.61
$γ_{7}$	-0.0553	-1.14
$γ_{8}$	-0.0082	-0.16
$γ_{9}$	0.0412	1.02

Estimation Period:
Mar 12, 1991 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts