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

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V-Lab

Hanexpress Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:39.78% (-2.39%)

Analysis last updated: Saturday, April 27, 2024 at 11:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6157	6.48
$α$	0.1712	9.55
$β$	0.7387	31.88
$γ_{1}$	-0.0980	-2.04
$γ_{2}$	0.2308	3.28
$γ_{3}$	-0.3000	-6.00
$γ_{4}$	0.2388	4.79
$γ_{5}$	-0.0678	-1.28
$γ_{6}$	-0.0663	-1.13
$γ_{7}$	0.1365	2.05
$γ_{8}$	-0.0934	-1.15
$γ_{9}$	-0.0010	-0.01
$γ_{10}$	0.0820	0.72

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

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Volatility Forecasts

Volatility Forecasts