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 Thursday, May 16th, 2024:9.50% (-0.61%)

Analysis last updated: Thursday, May 16, 2024 at 11:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3717	4.37
$α$	0.1214	5.23
$β$	0.8141	28.36
$γ_{1}$	0.0911	0.37
$γ_{2}$	-0.0918	-0.24
$γ_{3}$	0.0144	0.06
$γ_{4}$	-0.1753	-0.82
$γ_{5}$	0.4843	2.36
$γ_{6}$	-0.7788	-3.82
$γ_{7}$	0.9429	4.60
$γ_{8}$	-0.7420	-4.29
$γ_{9}$	0.2284	0.80
$γ_{10}$	-0.3813	-0.81

Estimation Period:
Nov 4, 2003 to May 14, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts