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

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V-Lab

Hanexpress Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:34.88% (-2.02%)

Analysis last updated: Wednesday, May 1, 2024 at 10:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6565	6.97
$α$	0.1701	9.52
$β$	0.7412	31.88
$γ_{1}$	-0.0628	-1.33
$γ_{2}$	0.1721	2.45
$γ_{3}$	-0.2575	-5.08
$γ_{4}$	0.2076	4.13
$γ_{5}$	-0.0498	-0.94
$γ_{6}$	-0.0738	-1.25
$γ_{7}$	0.1401	2.11
$γ_{8}$	-0.1015	-1.26
$γ_{9}$	0.0244	0.28
$γ_{10}$	0.0052	0.08

Estimation Period:
Jan 3, 1990 to Apr 30, 2024

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