V-Lab: Hanwha Solutions Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Hanwha Solutions Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:48.22% (-0.43%)

Analysis last updated: Sunday, April 21, 2024 at 12:15 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6587	6.92
$α$	0.0657	8.00
$β$	0.8969	68.61
$γ_{1}$	-0.0036	-0.12
$γ_{2}$	0.0390	0.89
$γ_{3}$	-0.1222	-4.25
$γ_{4}$	0.1506	5.07
$γ_{5}$	-0.1132	-3.54
$γ_{6}$	0.0913	2.92
$γ_{7}$	-0.0428	-1.45
$γ_{8}$	-0.0097	-0.37

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts