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

V-Lab

| |

V-Lab

HwaSung Industrial Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:10.73% (-0.45%)

Analysis last updated: Thursday, May 16, 2024 at 11:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6142	6.47
$α$	0.1298	9.95
$β$	0.7806	35.13
$γ_{1}$	0.0199	0.54
$γ_{2}$	0.0405	0.76
$γ_{3}$	-0.2169	-5.58
$γ_{4}$	0.2746	7.08
$γ_{5}$	-0.1863	-4.74
$γ_{6}$	0.1259	2.70
$γ_{7}$	-0.1419	-2.94
$γ_{8}$	0.2100	4.69
$γ_{9}$	-0.3636	-6.74

Estimation Period:
Jan 3, 1990 to May 14, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

Other HwaSung Industrial Co Ltd Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Zero Slope Spline-GARCH
MEM
Asy. MEM
Asy. Power MEM
GAS-GARCH Student T
MF2-GARCH