V-Lab: Hanwha Corp MF2-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Hanwha Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, May 13th, 2024:32.51% (-0.94%)

Analysis last updated: Tuesday, May 14, 2024 at 12:21 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	111
$α$	0.0635	27.59
$β$	0.9251	373.19
$γ$	0.0156	4.29
$λ_{1}$	4.7345	0.48
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.7477	1.34

Estimation Period:
Jan 3, 1990 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts