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

V-Lab

| |

V-Lab

Hwa Shin Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 14th, 2024:31.26% (-0.55%)

Analysis last updated: Wednesday, May 15, 2024 at 02:28 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5826	5.45
$α$	0.0847	7.73
$β$	0.8512	42.20
$γ_{1}$	-0.1088	-4.42
$γ_{2}$	0.1182	3.32
$γ_{3}$	0.0306	1.28
$γ_{4}$	-0.0948	-4.34
$γ_{5}$	0.1289	5.41
$γ_{6}$	-0.1719	-4.87

Estimation Period:
Jan 14, 1994 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts