V-Lab: Hana Tour Service Inc MF2-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Hana Tour Service Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:42.63% (-2.26%)

Analysis last updated: Friday, May 3, 2024 at 12:00 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0562	17.15
$β$	0.7918	79.53
$γ$	0.0690	11.02
$λ_{1}$	0.3075	1.70
$λ_{2}$	0.0825	1.87
$λ_{3}$	0.8786	13.21

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts