V-Lab: Hanwha General Insurance Co Ltd Spline-GARCH Volatility Analysis

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V-Lab

Hanwha General Insurance Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:27.21% (-0.35%)

Analysis last updated: Saturday, May 11, 2024 at 03:57 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6979	7.37
$α$	0.1321	9.27
$β$	0.7968	40.04
$γ_{1}$	-0.0007	-0.02
$γ_{2}$	0.0679	1.29
$γ_{3}$	-0.1945	-4.16
$γ_{4}$	0.2140	3.71
$γ_{5}$	-0.1848	-3.33
$γ_{6}$	0.1814	4.51
$γ_{7}$	-0.0992	-2.44
$γ_{8}$	0.0653	1.34
$γ_{9}$	-0.2095	-2.76

Estimation Period:
Jan 3, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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