V-Lab: Hanon Systems MF2-GARCH Volatility Analysis

V-Lab

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V-Lab

Hanon Systems MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:83.52% (-10.54%)

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
$m$	31
$α$	0.0896	23.60
$β$	0.7407	66.38
$γ$	0.0254	4.34
$λ_{1}$	0.0505	2.54
$λ_{2}$	0.0239	4.41
$λ_{3}$	0.9705	141.33

Estimation Period:
Jul 31, 1996 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts