V-Lab: Hansol HomeDeco Co Ltd MF2-GARCH Volatility Analysis

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V-Lab

Hansol HomeDeco Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:14.94% (-0.27%)

Analysis last updated: Saturday, April 27, 2024 at 11:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	46
$α$	0.1230	16.28
$β$	0.6283	33.70
$γ$	0.0888	7.43
$λ_{1}$	0.1081	1.30
$λ_{2}$	0.1793	2.43
$λ_{3}$	0.8207	10.65

Estimation Period:
Nov 4, 2003 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts