V-Lab: Hanon Systems MF2-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Hanon Systems MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:40.91% (+0.79%)

Analysis last updated: Sunday, April 21, 2024 at 12:14 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	46
$α$	0.0845	23.12
$β$	0.7545	68.64
$γ$	0.0283	5.22
$λ_{1}$	0.0753	2.51
$λ_{2}$	0.0348	3.84
$λ_{3}$	0.9568	82.54

Estimation Period:
Jul 31, 1996 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts