V-Lab: Hwa Shin Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Hwa Shin Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:45.22% (+1.86%)

Analysis last updated: Tuesday, April 30, 2024 at 09:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8063	6.92
$α$	0.0850	7.43
$β$	0.8433	37.58
$γ_{1}$	0.0504	0.85
$γ_{2}$	-0.1946	-2.11
$γ_{3}$	0.1829	2.49
$γ_{4}$	0.0008	0.01
$γ_{5}$	-0.0009	-0.01
$γ_{6}$	-0.1186	-1.59
$γ_{7}$	0.0823	1.16
$γ_{8}$	0.0950	1.42
$γ_{9}$	-0.1671	-2.37
$γ_{10}$	0.0744	1.43

Estimation Period:
Jan 14, 1994 to Apr 26, 2024

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