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

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V-Lab

Hanexpress Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:36.05% (-2.59%)

Analysis last updated: Saturday, April 27, 2024 at 11:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6493	6.84
$α$	0.1693	9.50
$β$	0.7427	32.09
$γ_{1}$	-0.0656	-1.37
$γ_{2}$	0.1756	2.48
$γ_{3}$	-0.2584	-5.08
$γ_{4}$	0.2078	4.12
$γ_{5}$	-0.0495	-0.93
$γ_{6}$	-0.0743	-1.25
$γ_{7}$	0.1407	2.11
$γ_{8}$	-0.1022	-1.27
$γ_{9}$	0.0254	0.29
$γ_{10}$	0.0045	0.07

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

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