V-Lab: Hitejinro Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Hitejinro Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:16.18% (-0.48%)

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
$ω$	0.7500	5.47
$α$	0.1028	8.11
$β$	0.8459	34.15
$γ_{1}$	-0.0988	-1.73
$γ_{2}$	0.2068	2.18
$γ_{3}$	-0.2083	-2.15
$γ_{4}$	0.0932	1.01
$γ_{5}$	0.0852	1.05
$γ_{6}$	-0.1629	-1.44
$γ_{7}$	0.1039	0.84
$γ_{8}$	0.0111	0.11
$γ_{9}$	-0.0580	-0.72
$γ_{10}$	0.0475	0.94

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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