V-Lab: HwaSung Industrial Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

HwaSung Industrial Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:19.05% (-0.26%)

Analysis last updated: Thursday, May 2, 2024 at 11:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6474	6.06
$α$	0.1256	9.96
$β$	0.8050	42.41
$γ_{1}$	0.0282	0.70
$γ_{2}$	0.0259	0.44
$γ_{3}$	-0.2009	-4.60
$γ_{4}$	0.2513	5.91
$γ_{5}$	-0.1571	-3.68
$γ_{6}$	0.0892	1.75
$γ_{7}$	-0.0839	-1.59
$γ_{8}$	0.0876	1.95
$γ_{9}$	-0.0460	-1.62

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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