V-Lab: HwaSung Industrial Co Ltd EGARCH Volatility Analysis

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V-Lab

HwaSung Industrial Co Ltd EGARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:14.30% (-0.48%)

Analysis last updated: Friday, May 3, 2024 at 10:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0507	29.49
$α$	0.1714	44.40
$β$	0.9816	1363.26
$γ$	0.0135	3.60

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts