V-Lab: Hyungji Elite Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Hyungji Elite Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:21.00% (-0.77%)

Analysis last updated: Friday, May 3, 2024 at 12:01 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9486	3.13
$α$	0.2670	5.59
$β$	0.6205	13.71
$γ_{1}$	0.2921	0.90
$γ_{2}$	-0.6608	-1.42
$γ_{3}$	0.9345	2.78
$γ_{4}$	-1.0088	-2.76
$γ_{5}$	0.5669	1.57
$γ_{6}$	-0.0233	-0.08
$γ_{7}$	-0.4685	-2.10
$γ_{8}$	0.6217	3.83

Estimation Period:
Sep 28, 2009 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts