V-Lab: Huvis Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Huvis Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:28.50% (-0.68%)

Analysis last updated: Friday, May 3, 2024 at 10:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4621	6.60
$α$	0.1204	4.09
$β$	0.7916	20.45
$γ_{1}$	-0.0807	-0.26
$γ_{2}$	0.4922	1.01
$γ_{3}$	-0.7475	-2.22
$γ_{4}$	0.6603	2.21
$γ_{5}$	-0.2346	-0.86
$γ_{6}$	-0.7136	-1.59
$γ_{7}$	1.1660	1.83
$γ_{8}$	-0.7078	-1.51

Estimation Period:
Feb 23, 2012 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts