V-Lab
V-Lab

Hanall Biopharma Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:60.76% (+1.09%)

Analysis last updated: Thursday, March 28, 2024 at 11:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hanall Biopharma Co Ltd S0GARCH
paramt-stat
ω0.71484.50
α0.11389.97
β0.852358.76
γ1-0.0411-0.59
γ20.10411.04
γ3-0.1952-3.27
γ40.27085.59
γ5-0.2337-4.46
γ60.13092.22
γ7-0.0258-0.44
γ8-0.0232-0.43
γ90.01370.37
Estimation Period:
Jan 3, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts