V-Lab: Hwacheon Machinery Co Ltd MF2-GARCH Volatility Analysis

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V-Lab

Hwacheon Machinery Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:52.30% (-1.22%)

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
$m$	21
$α$	0.1551	17.41
$β$	0.7560	52.09
$γ$	0.0032	0.36
$λ_{1}$	0.0128	2.92
$λ_{2}$	0.0176	4.91
$λ_{3}$	0.9815	238.98

Estimation Period:
Jan 3, 1990 to May 14, 2024

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