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

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V-Lab

Hansol HomeDeco Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:11.18% (-0.37%)

Analysis last updated: Saturday, April 27, 2024 at 11:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3709	4.37
$α$	0.1228	5.32
$β$	0.8115	28.13
$γ_{1}$	0.0906	0.37
$γ_{2}$	-0.0919	-0.24
$γ_{3}$	0.0209	0.08
$γ_{4}$	-0.1960	-0.91
$γ_{5}$	0.5212	2.54
$γ_{6}$	-0.8227	-4.05
$γ_{7}$	0.9772	4.85
$γ_{8}$	-0.7567	-4.00
$γ_{9}$	0.2367	0.75
$γ_{10}$	-0.3801	-0.79

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts