V-Lab: Hanwha Aerospace Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Hanwha Aerospace Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:62.13% (-0.81%)

Analysis last updated: Sunday, April 21, 2024 at 12:15 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6022	5.62
$α$	0.0669	8.73
$β$	0.8892	61.97
$γ_{1}$	0.0386	0.53
$γ_{2}$	-0.0067	-0.06
$γ_{3}$	-0.1236	-1.96
$γ_{4}$	0.0871	1.85
$γ_{5}$	0.0889	1.90
$γ_{6}$	-0.2301	-4.25
$γ_{7}$	0.3320	3.96
$γ_{8}$	-0.3085	-2.72
$γ_{9}$	0.1830	1.86
$γ_{10}$	-0.0873	-1.60

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

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Volatility Forecasts

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