V-Lab: Hansae Co Ltd MF2-GARCH Volatility Analysis

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V-Lab

Hansae Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:35.29% (-0.20%)

Analysis last updated: Thursday, May 16, 2024 at 11:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0423	7.09
$β$	0.7202	11.64
$γ$	0.0292	2.85
$λ_{1}$	1.2020	0.12
$λ_{2}$	0.2105	0.13
$λ_{3}$	0.6358	0.22

Estimation Period:
Mar 20, 2009 to May 14, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts