V-Lab: Hanmi Semiconductor Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Hanmi Semiconductor Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:72.22% (-6.67%)

Analysis last updated: Saturday, April 27, 2024 at 11:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2880	5.57
$α$	0.1285	4.83
$β$	0.6380	10.59
$γ_{1}$	0.3608	2.79
$γ_{2}$	-0.6477	-3.49
$γ_{3}$	0.4627	4.38
$γ_{4}$	-0.1947	-2.08
$γ_{5}$	0.0088	0.08
$γ_{6}$	0.0231	0.17
$γ_{7}$	0.0210	0.16
$γ_{8}$	-0.0856	-0.94

Estimation Period:
Jul 22, 2005 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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