V-Lab: Hansol HomeDeco Co Ltd EGARCH Volatility Analysis

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V-Lab

Hansol HomeDeco Co Ltd EGARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:15.85% (-0.63%)

Analysis last updated: Saturday, May 4, 2024 at 11:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0677	21.01
$α$	0.2164	34.93
$β$	0.9785	872.13
$γ$	0.0062	0.95

Estimation Period:
Nov 4, 2003 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts