V-Lab: Hanmi Science Co ltd Spline-GARCH Volatility Analysis

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V-Lab

Hanmi Science Co ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:47.83% (-2.06%)

Analysis last updated: Sunday, April 21, 2024 at 12:17 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6569	5.81
$α$	0.1799	6.50
$β$	0.6944	20.22
$γ_{1}$	-0.0032	-0.06
$γ_{2}$	0.0037	0.05
$γ_{3}$	-0.0404	-0.90
$γ_{4}$	0.0303	0.70
$γ_{5}$	0.0783	1.71
$γ_{6}$	-0.1694	-3.61
$γ_{7}$	0.2391	4.31
$γ_{8}$	-0.2459	-3.03
$γ_{9}$	0.1417	1.36
$γ_{10}$	-0.0554	-0.49

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

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Volatility Forecasts

Volatility Forecasts