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

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V-Lab

Hotel Shilla Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:30.36% (-0.28%)

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
$ω$	0.7998	6.17
$α$	0.0659	8.35
$β$	0.8837	56.91
$γ_{1}$	-0.0054	-0.13
$γ_{2}$	0.0472	0.77
$γ_{3}$	-0.1612	-3.79
$γ_{4}$	0.2470	5.72
$γ_{5}$	-0.2116	-4.44
$γ_{6}$	0.1269	2.76
$γ_{7}$	-0.0481	-0.99
$γ_{8}$	-0.0366	-0.68
$γ_{9}$	0.1193	1.80

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts