V-Lab: Hanmi Science Co ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Hanmi Science Co ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:49.40% (-2.00%)

Analysis last updated: Sunday, April 21, 2024 at 12:18 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6548	5.77
$α$	0.1791	6.50
$β$	0.6960	20.30
$γ_{1}$	-0.0028	-0.05
$γ_{2}$	0.0014	0.02
$γ_{3}$	-0.0365	-0.81
$γ_{4}$	0.0292	0.68
$γ_{5}$	0.0724	1.58
$γ_{6}$	-0.1570	-3.34
$γ_{7}$	0.2240	4.02
$γ_{8}$	-0.2306	-2.84
$γ_{9}$	0.1243	1.23
$γ_{10}$	-0.0233	-0.32

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

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Volatility Forecasts

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