V-Lab: Hanjin Kal Corp MF2-GARCH Volatility Analysis

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V-Lab

Hanjin Kal Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 17th, 2024:44.84% (+5.31%)

Analysis last updated: Saturday, May 18, 2024 at 12:15 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.0863	5.35
$β$	0.5697	6.92
$γ$	-0.0069	-0.38
$λ_{1}$	3.7979	0.19
$λ_{2}$	0.4809	0.22
$λ_{3}$	0.1322	0.03

Estimation Period:
Sep 16, 2013 to May 14, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts