V-Lab: Hankuk Paper MFG Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Hankuk Paper MFG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:17.23% (-0.19%)

Analysis last updated: Wednesday, May 1, 2024 at 09:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9995	9.82
$α$	0.1564	8.23
$β$	0.6990	20.48
$γ_{1}$	-0.0972	-1.38
$γ_{2}$	0.0020	0.02
$γ_{3}$	0.2870	2.71
$γ_{4}$	-0.2416	-2.01
$γ_{5}$	-0.0339	-0.30
$γ_{6}$	0.1900	1.75
$γ_{7}$	-0.2915	-2.64
$γ_{8}$	0.3897	4.19
$γ_{9}$	-0.3841	-3.93
$γ_{10}$	0.2817	4.08

Estimation Period:
Jul 3, 1996 to Apr 30, 2024

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