V-Lab: Hanmi Semiconductor Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Hanmi Semiconductor Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 16th, 2024:65.05% (-3.40%)

Analysis last updated: Tuesday, April 16, 2024 at 08:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2864	5.53
$α$	0.1284	4.81
$β$	0.6372	10.52
$γ_{1}$	0.3630	2.78
$γ_{2}$	-0.6509	-3.47
$γ_{3}$	0.4615	4.35
$γ_{4}$	-0.1889	-1.99
$γ_{5}$	0.0023	0.02
$γ_{6}$	0.0273	0.20
$γ_{7}$	0.0189	0.15
$γ_{8}$	-0.0840	-0.93

Estimation Period:
Jul 22, 2005 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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