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

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V-Lab

Hwaseung Corp Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:35.36% (-0.23%)

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
$ω$	1.2321	2.58
$α$	0.1064	6.51
$β$	0.7980	22.04
$γ_{1}$	0.0305	0.34
$γ_{2}$	0.0788	0.58
$γ_{3}$	-0.3223	-3.85
$γ_{4}$	0.3699	6.19
$γ_{5}$	-0.1902	-3.09
$γ_{6}$	0.0236	0.42
$γ_{7}$	0.0041	0.08
$γ_{8}$	-0.0010	-0.02
$γ_{9}$	0.0781	1.35
$γ_{10}$	-0.1708	-1.32

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

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