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

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V-Lab

Hansol HomeDeco Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:7.87% (-0.37%)

Analysis last updated: Saturday, May 11, 2024 at 03:46 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3686	4.35
$α$	0.1226	5.29
$β$	0.8122	28.17
$γ_{1}$	0.0899	0.36
$γ_{2}$	-0.0911	-0.24
$γ_{3}$	0.0181	0.07
$γ_{4}$	-0.1862	-0.87
$γ_{5}$	0.5032	2.46
$γ_{6}$	-0.8013	-3.94
$γ_{7}$	0.9612	4.74
$γ_{8}$	-0.7528	-4.17
$γ_{9}$	0.2422	0.81
$γ_{10}$	-0.4129	-0.87

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts