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V-Lab

Hana Financial Twenty Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, September 20, 2023 at 08:09 PM UTC
Date Range:

from

to

6M ·

1Y ·

All

graph of Hana Financial Twenty S0GARCH
paramt-stat
ω13.88860.00
α0.65850.00
β0.34150.00
γ1-97.8097-0.00
γ254.47910.00
γ3165.63740.00
γ4-417.4699-0.00
γ5458.02940.00
γ6203.67170.00
γ7-831.3966-0.00
γ8614.13570.01
Estimation Period:
Dec 27, 2021 to Sep 15, 2023
Impact of return on volatility tomorrow
Volatility Forecasts