V-Lab: Hanmi Science Co ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Hanmi Science Co ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:40.02% (-1.67%)

Analysis last updated: Friday, May 3, 2024 at 10:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6559	5.78
$α$	0.1791	6.50
$β$	0.6956	20.27
$γ_{1}$	-0.0014	-0.03
$γ_{2}$	-0.0005	-0.01
$γ_{3}$	-0.0358	-0.80
$γ_{4}$	0.0292	0.68
$γ_{5}$	0.0722	1.58
$γ_{6}$	-0.1568	-3.34
$γ_{7}$	0.2238	4.02
$γ_{8}$	-0.2301	-2.83
$γ_{9}$	0.1233	1.22
$γ_{10}$	-0.0221	-0.30

Estimation Period:
Jan 3, 1990 to Apr 30, 2024

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