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

V-Lab

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V-Lab

Hanil Hyundai Cement Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:11.99% (-0.18%)

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
$ω$	0.6511	6.20
$α$	0.1563	10.01
$β$	0.7728	36.96
$γ_{1}$	-0.0143	-0.42
$γ_{2}$	0.0621	1.24
$γ_{3}$	-0.1742	-5.43
$γ_{4}$	0.2526	8.21
$γ_{5}$	-0.2013	-5.59
$γ_{6}$	0.1376	3.92
$γ_{7}$	-0.1416	-3.53
$γ_{8}$	0.0664	0.82

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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