V-Lab: Hana Tour Service Inc GJR-GARCH Volatility Analysis

V-Lab

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V-Lab

Hana Tour Service Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:43.38% (-1.45%)

Analysis last updated: Saturday, May 4, 2024 at 11:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2125	18.15
$α$	0.0549	18.74
$β$	0.9088	298.16
$γ$	0.0247	4.13

Estimation Period:
Nov 29, 2000 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts