V-Lab: Hanall Biopharma Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Hanall Biopharma Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:48.15% (-0.85%)

Analysis last updated: Sunday, May 19, 2024 at 12:17 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7177	4.55
$α$	0.1134	9.99
$β$	0.8527	59.00
$γ_{1}$	-0.0398	-0.59
$γ_{2}$	0.1015	1.02
$γ_{3}$	-0.1918	-3.22
$γ_{4}$	0.2680	5.54
$γ_{5}$	-0.2341	-4.54
$γ_{6}$	0.1346	2.31
$γ_{7}$	-0.0293	-0.50
$γ_{8}$	-0.0232	-0.42
$γ_{9}$	0.0160	0.42

Estimation Period:
Jan 3, 1990 to May 17, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts