V-Lab: Hanwha Solutions Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Hanwha Solutions Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:69.02% (-2.16%)

Analysis last updated: Wednesday, May 1, 2024 at 10:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6205	6.38
$α$	0.0693	8.17
$β$	0.8869	63.17
$γ_{1}$	-0.0529	-1.07
$γ_{2}$	0.1313	1.75
$γ_{3}$	-0.1438	-2.40
$γ_{4}$	0.0134	0.25
$γ_{5}$	0.1485	3.09
$γ_{6}$	-0.2024	-3.99
$γ_{7}$	0.2024	3.66
$γ_{8}$	-0.1482	-2.32
$γ_{9}$	0.1000	1.52
$γ_{10}$	-0.0780	-1.63

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

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