V-Lab: Hwaseung Corp Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Hwaseung Corp Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:42.70% (+0.29%)

Analysis last updated: Sunday, April 21, 2024 at 12:15 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2599	2.62
$α$	0.1078	6.62
$β$	0.7970	21.68
$γ_{1}$	0.0431	0.49
$γ_{2}$	0.0558	0.41
$γ_{3}$	-0.2999	-3.48
$γ_{4}$	0.3460	5.67
$γ_{5}$	-0.1691	-2.73
$γ_{6}$	0.0106	0.19
$γ_{7}$	0.0064	0.13
$γ_{8}$	0.0078	0.14
$γ_{9}$	0.0505	0.76
$γ_{10}$	-0.0909	-1.58

Estimation Period:
Feb 22, 1991 to Apr 19, 2024

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Volatility Forecasts