V-Lab: Hanwha Investment & Securities Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Hanwha Investment & Securities Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:49.23% (-1.98%)

Analysis last updated: Saturday, May 4, 2024 at 11:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8829	6.64
$α$	0.0866	8.75
$β$	0.8789	61.11
$γ_{1}$	0.0320	0.71
$γ_{2}$	0.0408	0.58
$γ_{3}$	-0.2214	-4.31
$γ_{4}$	0.2529	5.18
$γ_{5}$	-0.1749	-3.51
$γ_{6}$	0.1033	2.10
$γ_{7}$	-0.0265	-0.56
$γ_{8}$	0.0173	0.41
$γ_{9}$	-0.0479	-1.42

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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