V-Lab: Hanall Biopharma Co Ltd GJR-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Hanall Biopharma Co Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:52.88% (-1.65%)

Analysis last updated: Wednesday, May 1, 2024 at 10:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3276	22.76
$α$	0.1091	28.51
$β$	0.8717	312.10
$γ$	0.0058	0.85

Estimation Period:
Jan 3, 1990 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts