V-Lab: Hotel Shilla Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Hotel Shilla Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:29.60% (-0.35%)

Analysis last updated: Saturday, May 4, 2024 at 11:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8063	6.09
$α$	0.0656	8.43
$β$	0.8857	58.47
$γ_{1}$	0.0001	0.00
$γ_{2}$	0.0355	0.57
$γ_{3}$	-0.1478	-3.41
$γ_{4}$	0.2331	5.30
$γ_{5}$	-0.2009	-4.14
$γ_{6}$	0.1237	2.65
$γ_{7}$	-0.0577	-1.20
$γ_{8}$	-0.0055	-0.11
$γ_{9}$	0.0393	0.98

Estimation Period:
Mar 12, 1991 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts