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 Monday, April 22nd, 2024:69.52% (+1.28%)

Analysis last updated: Sunday, April 21, 2024 at 12:09 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2845	5.54
$α$	0.1283	4.81
$β$	0.6369	10.50
$γ_{1}$	0.3609	2.78
$γ_{2}$	-0.6481	-3.47
$γ_{3}$	0.4620	4.37
$γ_{4}$	-0.1918	-2.04
$γ_{5}$	0.0054	0.05
$γ_{6}$	0.0258	0.19
$γ_{7}$	0.0186	0.15
$γ_{8}$	-0.0833	-0.92

Estimation Period:
Jul 22, 2005 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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