V-Lab: Hwa Shin Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Hwa Shin Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:44.76% (-0.67%)

Analysis last updated: Wednesday, May 1, 2024 at 10:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8123	7.00
$α$	0.0872	7.49
$β$	0.8392	36.78
$γ_{1}$	0.0524	0.89
$γ_{2}$	-0.1970	-2.16
$γ_{3}$	0.1827	2.52
$γ_{4}$	0.0014	0.02
$γ_{5}$	0.0001	0.00
$γ_{6}$	-0.1220	-1.65
$γ_{7}$	0.0871	1.25
$γ_{8}$	0.0908	1.36
$γ_{9}$	-0.1641	-2.35
$γ_{10}$	0.0726	1.40

Estimation Period:
Jan 14, 1994 to Apr 30, 2024

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