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

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V-Lab

Hankuk Paper MFG Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:11.28% (-0.28%)

Analysis last updated: Wednesday, May 1, 2024 at 09:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9722	9.41
$α$	0.1563	8.22
$β$	0.7056	21.33
$γ_{1}$	-0.1111	-1.55
$γ_{2}$	0.0188	0.16
$γ_{3}$	0.2839	2.62
$γ_{4}$	-0.2405	-1.95
$γ_{5}$	-0.0366	-0.32
$γ_{6}$	0.1902	1.73
$γ_{7}$	-0.2781	-2.50
$γ_{8}$	0.3419	3.51
$γ_{9}$	-0.2604	-2.24
$γ_{10}$	-0.0535	-0.38

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

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