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

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V-Lab

HanmiGlobal Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:35.98% (-3.38%)

Analysis last updated: Sunday, April 21, 2024 at 12:10 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0977	4.41
$α$	0.1252	5.60
$β$	0.7446	17.71
$γ_{1}$	0.8022	2.03
$γ_{2}$	-1.4140	-2.28
$γ_{3}$	1.4747	3.46
$γ_{4}$	-1.8170	-4.59
$γ_{5}$	1.7529	4.21
$γ_{6}$	-1.2284	-2.51
$γ_{7}$	0.4223	0.93
$γ_{8}$	0.4753	1.43
$γ_{9}$	-1.7034	-3.45

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts