V-Lab
V-Lab

Hanwha Fine Chemical Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 25th, 2016:74.93% (+32.69%)

Analysis last updated: Wednesday, February 24, 2016 at 07:51 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hanwha Fine Chemical Co Ltd S0GARCH
paramt-stat
ω0.94667.71
α0.28253.90
β0.45103.79
γ1-0.0586-1.38
γ2-0.0267-0.42
γ30.31775.90
γ4-0.4991-4.56
γ50.43563.14
γ6-0.2152-2.54
Estimation Period:
Nov 10, 1995 to Feb 19, 2016
Impact of return on volatility tomorrow
Volatility Forecasts