V-Lab: Hwaseung Corp Co Ltd Spline-GARCH Volatility Analysis

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V-Lab

Hwaseung Corp Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:39.67% (+0.32%)

Analysis last updated: Sunday, April 21, 2024 at 12:15 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2325	2.57
$α$	0.1071	6.53
$β$	0.7969	21.93
$γ_{1}$	0.0297	0.33
$γ_{2}$	0.0810	0.59
$γ_{3}$	-0.3249	-3.85
$γ_{4}$	0.3714	6.16
$γ_{5}$	-0.1902	-3.07
$γ_{6}$	0.0236	0.41
$γ_{7}$	0.0033	0.07
$γ_{8}$	0.0005	0.01
$γ_{9}$	0.0726	1.20
$γ_{10}$	-0.1462	-1.04

Estimation Period:
Feb 22, 1991 to Apr 19, 2024

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