V-Lab: Hansae MK Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Hansae MK Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:33.62% (-0.61%)

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
$ω$	1.6829	5.96
$α$	0.0816	3.48
$β$	0.8147	13.97
$γ_{1}$	0.4920	2.67
$γ_{2}$	-0.7288	-2.70
$γ_{3}$	0.2143	1.38
$γ_{4}$	0.3846	2.13
$γ_{5}$	-0.7207	-2.86
$γ_{6}$	0.4717	2.19

Estimation Period:
Jun 21, 2011 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts