V-Lab: Hanwha Engine Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Hanwha Engine Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:46.86% (-3.31%)

Analysis last updated: Wednesday, May 1, 2024 at 09:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5338	10.29
$α$	0.1461	4.03
$β$	0.5843	7.06
$γ_{1}$	0.1280	6.39
$γ_{2}$	-0.1754	-5.83
$γ_{3}$	0.0573	3.55

Estimation Period:
Jan 4, 2011 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts