V-Lab: Hansung Enterprise Co GJR-GARCH Volatility Analysis

V-Lab

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V-Lab

Hansung Enterprise Co GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:29.73% (-1.30%)

Analysis last updated: Tuesday, May 7, 2024 at 10:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4361	19.99
$α$	0.1943	28.52
$β$	0.8040	190.66
$γ$	-0.0144	-1.29

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts