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

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V-Lab

Hanmi Science Co ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:35.04% (-1.17%)

Analysis last updated: Tuesday, May 7, 2024 at 10:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6587	5.82
$α$	0.1796	6.52
$β$	0.6956	20.31
$γ_{1}$	-0.0023	-0.04
$γ_{2}$	0.0026	0.03
$γ_{3}$	-0.0405	-0.91
$γ_{4}$	0.0319	0.74
$γ_{5}$	0.0753	1.65
$γ_{6}$	-0.1657	-3.52
$γ_{7}$	0.2358	4.24
$γ_{8}$	-0.2443	-2.99
$γ_{9}$	0.1431	1.36
$γ_{10}$	-0.0662	-0.58

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts