V-Lab: Hansung Enterprise Co Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Hansung Enterprise Co Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:35.45% (-1.17%)

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
$ω$	0.9484	6.60
$α$	0.1976	9.26
$β$	0.7619	34.15
$γ_{1}$	0.0108	1.10
$γ_{2}$	-0.0331	-2.03
$γ_{3}$	0.0226	1.55
$γ_{4}$	0.0206	1.32
$γ_{5}$	-0.0322	-2.41

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts