V-Lab: Hanwha Solutions Corp MF2-GARCH Volatility Analysis

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V-Lab

Hanwha Solutions Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:64.19% (-2.92%)

Analysis last updated: Wednesday, May 1, 2024 at 10:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	31
$α$	0.0589	20.05
$β$	0.7997	65.88
$γ$	0.0612	12.95
$λ_{1}$	0.0363	3.05
$λ_{2}$	0.0263	3.82
$λ_{3}$	0.9707	122.76

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts