V-Lab: Hansol Logistics Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Hansol Logistics Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:30.90% (-0.35%)

Analysis last updated: Wednesday, May 1, 2024 at 10:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6710	6.99
$α$	0.1641	3.97
$β$	0.7334	15.57
$γ_{1}$	-0.0546	-1.22
$γ_{2}$	0.0914	1.40
$γ_{3}$	-0.0933	-2.12
$γ_{4}$	0.0502	1.12
$γ_{5}$	0.0338	0.68
$γ_{6}$	-0.0206	-0.37
$γ_{7}$	-0.0762	-1.29
$γ_{8}$	0.1956	2.88
$γ_{9}$	-0.2293	-3.10
$γ_{10}$	0.1384	2.51

Estimation Period:
Jan 3, 1990 to Apr 30, 2024

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Volatility Forecasts

Volatility Forecasts