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

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V-Lab

Hanall Biopharma Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:57.40% (-3.05%)

Analysis last updated: Saturday, April 27, 2024 at 11:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7152	4.53
$α$	0.1132	9.96
$β$	0.8528	58.91
$γ_{1}$	-0.0394	-0.58
$γ_{2}$	0.1009	1.01
$γ_{3}$	-0.1919	-3.23
$γ_{4}$	0.2683	5.56
$γ_{5}$	-0.2334	-4.52
$γ_{6}$	0.1330	2.28
$γ_{7}$	-0.0283	-0.49
$γ_{8}$	-0.0219	-0.40
$γ_{9}$	0.0135	0.35

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts