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

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V-Lab

HanmiGlobal Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:56.01% (-2.37%)

Analysis last updated: Sunday, April 21, 2024 at 12:10 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1152	4.07
$α$	0.1282	5.44
$β$	0.7640	20.27
$γ_{1}$	0.7985	1.91
$γ_{2}$	-1.4108	-2.16
$γ_{3}$	1.4752	3.30
$γ_{4}$	-1.8241	-4.34
$γ_{5}$	1.7951	4.04
$γ_{6}$	-1.3454	-2.60
$γ_{7}$	0.6730	1.42
$γ_{8}$	-0.0895	-0.29
$γ_{9}$	-0.1762	-0.98

Estimation Period:
Jun 23, 2009 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts