V-Lab: Hanall Biopharma Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Hanall Biopharma Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:58.08% (-1.19%)

Analysis last updated: Thursday, April 18, 2024 at 10:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7152	4.51
$α$	0.1134	9.97
$β$	0.8527	58.93
$γ_{1}$	-0.0403	-0.59
$γ_{2}$	0.1025	1.02
$γ_{3}$	-0.1931	-3.24
$γ_{4}$	0.2692	5.56
$γ_{5}$	-0.2337	-4.50
$γ_{6}$	0.1325	2.26
$γ_{7}$	-0.0277	-0.48
$γ_{8}$	-0.0220	-0.40
$γ_{9}$	0.0132	0.35

Estimation Period:
Jan 3, 1990 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts