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

V-Lab

| |

V-Lab

Hanexpress Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:34.44% (+1.65%)

Analysis last updated: Thursday, May 9, 2024 at 11:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6149	6.46
$α$	0.1713	9.55
$β$	0.7385	31.83
$γ_{1}$	-0.0984	-2.05
$γ_{2}$	0.2314	3.28
$γ_{3}$	-0.3002	-6.00
$γ_{4}$	0.2388	4.80
$γ_{5}$	-0.0677	-1.28
$γ_{6}$	-0.0665	-1.13
$γ_{7}$	0.1371	2.06
$γ_{8}$	-0.0946	-1.17
$γ_{9}$	0.0017	0.02
$γ_{10}$	0.0724	0.65

Estimation Period:
Jan 3, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts