V-Lab: Hansol Logistics Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Hansol Logistics Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:31.64% (+0.34%)

Analysis last updated: Saturday, April 27, 2024 at 11:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6708	7.00
$α$	0.1642	3.97
$β$	0.7328	15.52
$γ_{1}$	-0.0546	-1.23
$γ_{2}$	0.0915	1.41
$γ_{3}$	-0.0933	-2.12
$γ_{4}$	0.0502	1.12
$γ_{5}$	0.0339	0.68
$γ_{6}$	-0.0208	-0.38
$γ_{7}$	-0.0758	-1.29
$γ_{8}$	0.1948	2.87
$γ_{9}$	-0.2280	-3.09
$γ_{10}$	0.1373	2.49

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

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Volatility Forecasts

Volatility Forecasts