V-Lab
V-Lab

Hanmi Semiconductor Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:82.13% (+1.03%)

Analysis last updated: Sunday, April 21, 2024 at 12:09 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hanmi Semiconductor Co Ltd SGARCH
paramt-stat
ω1.30625.64
α0.12464.65
β0.636010.24
γ10.37562.93
γ2-0.6694-3.64
γ30.47154.52
γ4-0.1930-2.08
γ5-0.0061-0.05
γ60.06390.48
γ7-0.0763-0.59
γ80.15670.56
Estimation Period:
Jul 22, 2005 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts