V-Lab: Yuhan Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Yuhan Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:29.97% (-1.22%)

Analysis last updated: Thursday, May 2, 2024 at 11:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7494	8.25
$α$	0.0852	7.68
$β$	0.8768	61.04
$γ_{1}$	-0.0146	-3.77
$γ_{2}$	0.0194	3.48
$γ_{3}$	-0.0053	-1.92

Estimation Period:
Jan 3, 1990 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts