V-Lab: Han Chang Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Han Chang Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:55.48% (-0.04%)

Analysis last updated: Thursday, May 2, 2024 at 11:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7368	10.22
$α$	0.1656	10.30
$β$	0.7518	30.86
$γ_{1}$	0.0376	4.50
$γ_{2}$	-0.0792	-5.86
$γ_{3}$	0.0638	5.60
$γ_{4}$	-0.0210	-1.70
$γ_{5}$	-0.0071	-0.69

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

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Volatility Forecasts

Volatility Forecasts