V-Lab: Hanexpress Co Ltd MF2-GARCH Volatility Analysis

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V-Lab

Hanexpress Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:53.06% (+1.15%)

Analysis last updated: Sunday, April 21, 2024 at 12:16 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.1990	30.49
$β$	0.7078	68.59
$γ$	-0.0692	-7.84
$λ_{1}$	0.0415	4.19
$λ_{2}$	0.0190	7.02
$λ_{3}$	0.9782	301.64

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts