V-Lab: HanmiGlobal Co Ltd MF2-GARCH Volatility Analysis

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V-Lab

HanmiGlobal Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:40.35% (-3.34%)

Analysis last updated: Sunday, April 21, 2024 at 12:11 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	91
$α$	0.1222	13.49
$β$	0.7114	45.81
$γ$	0.0064	0.42
$λ_{1}$	1.0681	2.74
$λ_{2}$	0.8814	13.80
$λ_{3}$	0.0000	0.00

Estimation Period:
Jun 23, 2009 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts