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

V-Lab

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V-Lab

Hansol Logistics Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:14.55% (-0.75%)

Analysis last updated: Saturday, May 11, 2024 at 03:51 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6527	9.20
$α$	0.1693	4.37
$β$	0.6853	13.12
$γ_{1}$	-0.0273	-1.26
$γ_{2}$	0.0367	1.12
$γ_{3}$	-0.0607	-2.53
$γ_{4}$	0.0962	3.66
$γ_{5}$	-0.0651	-2.10
$γ_{6}$	0.0081	0.19
$γ_{7}$	0.0943	1.43
$γ_{8}$	-0.3341	-3.49

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts