V-Lab
V-Lab

HanmiGlobal Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2024:52.78% (-0.96%)

Analysis last updated: Wednesday, March 27, 2024 at 11:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of HanmiGlobal Co Ltd S0GARCH
paramt-stat
ω1.10614.02
α0.12825.45
β0.763520.21
γ10.80201.89
γ2-1.4218-2.15
γ31.48953.30
γ4-1.8280-4.30
γ51.77423.97
γ6-1.2931-2.49
γ70.59001.27
γ80.01410.05
γ9-0.2596-1.41
Estimation Period:
Jun 23, 2009 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts