V-Lab: Hwaseung Corp Co Ltd MF2-GARCH Volatility Analysis

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V-Lab

Hwaseung Corp Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:32.52% (-0.46%)

Analysis last updated: Tuesday, May 7, 2024 at 10:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.0995	19.63
$β$	0.7170	64.90
$γ$	0.0485	6.80
$λ_{1}$	0.0571	3.23
$λ_{2}$	0.0194	3.27
$λ_{3}$	0.9743	124.96

Estimation Period:
Feb 22, 1991 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts