V-Lab: Hanil Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Hanil Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:18.09% (+0.58%)

Analysis last updated: Friday, May 3, 2024 at 10:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7744	6.72
$α$	0.1245	9.55
$β$	0.8055	36.57
$γ_{1}$	-0.0137	-0.26
$γ_{2}$	0.0446	0.55
$γ_{3}$	-0.1087	-2.22
$γ_{4}$	0.1344	2.97
$γ_{5}$	-0.0826	-1.63
$γ_{6}$	0.0457	0.99
$γ_{7}$	-0.0070	-0.17
$γ_{8}$	-0.0880	-2.03
$γ_{9}$	0.1307	4.04

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

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Impact of return on volatility tomorrow

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Volatility Forecasts