V-Lab: Hanmi Pharm Co Ltd GAS-GARCH Student T Volatility Analysis

V-Lab

| |

V-Lab

Hanmi Pharm Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:39.19% (-1.35%)

Analysis last updated: Saturday, April 27, 2024 at 11:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	7.9878	3.30
$α$	0.0373	21.06
$β$	0.9870	258.38
$ν$	3	7.90

Estimation Period:
Jul 30, 2010 to Apr 26, 2024