V-Lab: Hanil Hyundai Cement Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Hanil Hyundai Cement Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:15.17% (-0.14%)

Analysis last updated: Thursday, May 16, 2024 at 11:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6729	6.13
$α$	0.1554	10.39
$β$	0.7795	39.87
$γ_{1}$	-0.0090	-0.26
$γ_{2}$	0.0540	1.04
$γ_{3}$	-0.1691	-5.09
$γ_{4}$	0.2494	7.83
$γ_{5}$	-0.2025	-5.45
$γ_{6}$	0.1496	4.24
$γ_{7}$	-0.1795	-5.51
$γ_{8}$	0.1694	6.60

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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