V-Lab: Hite Jinro Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Hite Jinro Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:20.71% (-0.63%)

Analysis last updated: Wednesday, May 1, 2024 at 10:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6269	5.44
$α$	0.1005	4.74
$β$	0.7923	18.04
$γ_{1}$	-0.1161	-1.35
$γ_{2}$	0.0741	0.60
$γ_{3}$	0.1400	1.89
$γ_{4}$	-0.1980	-2.99
$γ_{5}$	0.1438	2.92

Estimation Period:
Oct 19, 2009 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts