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

V-Lab

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V-Lab

Hansol PNS Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:23.64% (-1.28%)

Analysis last updated: Saturday, April 27, 2024 at 11:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7502	8.03
$α$	0.1530	10.44
$β$	0.7664	35.48
$γ_{1}$	0.0044	0.21
$γ_{2}$	-0.0163	-0.51
$γ_{3}$	0.0107	0.47
$γ_{4}$	-0.0146	-0.58
$γ_{5}$	0.0476	1.54
$γ_{6}$	-0.0817	-2.31
$γ_{7}$	0.0837	3.06

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts