V-Lab: HS Industries Co Ltd Spline-GARCH Volatility Analysis

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V-Lab

HS Industries Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:24.33% (-1.40%)

Analysis last updated: Thursday, May 9, 2024 at 11:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7965	5.87
$α$	0.1081	6.66
$β$	0.8382	34.70
$γ_{1}$	-0.1091	-5.24
$γ_{2}$	0.1462	4.63
$γ_{3}$	-0.0203	-0.94
$γ_{4}$	-0.0414	-1.90
$γ_{5}$	0.0115	0.39

Estimation Period:
Sep 11, 1995 to May 3, 2024

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Volatility Forecasts

Volatility Forecasts