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

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V-Lab

Hansol HomeDeco Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:14.95% (-0.30%)

Analysis last updated: Saturday, April 27, 2024 at 11:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3663	4.17
$α$	0.1197	5.23
$β$	0.8246	31.03
$γ_{1}$	0.0657	0.25
$γ_{2}$	-0.0574	-0.14
$γ_{3}$	0.0061	0.02
$γ_{4}$	-0.1830	-0.80
$γ_{5}$	0.5006	2.31
$γ_{6}$	-0.7912	-3.70
$γ_{7}$	0.9125	4.30
$γ_{8}$	-0.5968	-3.34
$γ_{9}$	-0.1333	-0.60
$γ_{10}$	0.5110	2.87

Estimation Period:
Nov 4, 2003 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts