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

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V-Lab

Hanwha Aerospace Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:62.89% (-1.67%)

Analysis last updated: Saturday, April 27, 2024 at 11:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6286	6.10
$α$	0.0676	8.71
$β$	0.8874	60.86
$γ_{1}$	0.0490	0.69
$γ_{2}$	-0.0166	-0.15
$γ_{3}$	-0.1269	-2.02
$γ_{4}$	0.0903	1.93
$γ_{5}$	0.0924	1.98
$γ_{6}$	-0.2391	-4.44
$γ_{7}$	0.3410	4.07
$γ_{8}$	-0.3136	-2.74
$γ_{9}$	0.1817	1.73
$γ_{10}$	-0.0728	-0.71

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

News Impact Curve

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Volatility Forecasts

Volatility Forecasts