V-Lab: Hansol Holdings Co Ltd Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Hansol Holdings Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:11.38% (-0.48%)

Analysis last updated: Thursday, May 16, 2024 at 11:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5717	10.40
$α$	0.0989	10.27
$β$	0.8721	68.79
$γ_{1}$	-0.0062	-11.12

Estimation Period:
Jan 3, 1990 to May 14, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts