V-Lab: Hae In Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Hae In Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:27.84% (-0.18%)

Analysis last updated: Saturday, May 4, 2024 at 11:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6021	5.87
$α$	0.1381	8.56
$β$	0.8007	38.05
$γ_{1}$	-0.0029	-0.06
$γ_{2}$	0.0444	0.65
$γ_{3}$	-0.1491	-3.01
$γ_{4}$	0.1756	3.52
$γ_{5}$	-0.0940	-1.82
$γ_{6}$	-0.0062	-0.11
$γ_{7}$	0.1627	2.95
$γ_{8}$	-0.2636	-5.63
$γ_{9}$	0.1795	5.25

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts