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

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V-Lab

Hanall Biopharma Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:64.02% (-2.84%)

Analysis last updated: Saturday, April 27, 2024 at 11:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6680	4.34
$α$	0.1152	9.89
$β$	0.8486	57.44
$γ_{1}$	-0.0646	-0.95
$γ_{2}$	0.1406	1.42
$γ_{3}$	-0.2169	-3.75
$γ_{4}$	0.2864	6.14
$γ_{5}$	-0.2463	-4.90
$γ_{6}$	0.1398	2.46
$γ_{7}$	-0.0238	-0.42
$γ_{8}$	-0.0498	-0.93
$γ_{9}$	0.1061	1.16

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts