V-Lab: Hanil Iron & Steel Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Hanil Iron & Steel Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:30.60% (-0.48%)

Analysis last updated: Saturday, May 4, 2024 at 11:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8171	6.76
$α$	0.1408	8.25
$β$	0.7784	30.72
$γ_{1}$	-0.0387	-0.81
$γ_{2}$	0.1061	1.50
$γ_{3}$	-0.1686	-2.93
$γ_{4}$	0.1165	1.66
$γ_{5}$	0.0428	0.60
$γ_{6}$	-0.1346	-2.07
$γ_{7}$	0.1391	2.12
$γ_{8}$	-0.0966	-1.61
$γ_{9}$	0.0902	1.67
$γ_{10}$	-0.0950	-2.50

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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