V-Lab: Hana Tour Service Inc EGARCH Volatility Analysis

V-Lab

| |

V-Lab

Hana Tour Service Inc EGARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:45.45% (-2.34%)

Analysis last updated: Thursday, May 2, 2024 at 11:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0530	18.60
$α$	0.1341	30.74
$β$	0.9790	823.35
$γ$	-0.0198	-4.81

Estimation Period:
Nov 29, 2000 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts