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

V-Lab

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V-Lab

Hansol PNS Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:19.98% (-0.37%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7510	8.01
$α$	0.1540	10.48
$β$	0.7655	35.43
$γ_{1}$	0.0046	0.22
$γ_{2}$	-0.0164	-0.51
$γ_{3}$	0.0106	0.46
$γ_{4}$	-0.0145	-0.57
$γ_{5}$	0.0477	1.55
$γ_{6}$	-0.0820	-2.32
$γ_{7}$	0.0840	3.09

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts