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

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V-Lab

Hanall Biopharma Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:52.50% (-1.80%)

Analysis last updated: Thursday, May 16, 2024 at 11:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6689	4.35
$α$	0.1151	9.93
$β$	0.8487	57.51
$γ_{1}$	-0.0639	-0.94
$γ_{2}$	0.1393	1.41
$γ_{3}$	-0.2156	-3.73
$γ_{4}$	0.2854	6.12
$γ_{5}$	-0.2462	-4.91
$γ_{6}$	0.1408	2.48
$γ_{7}$	-0.0259	-0.46
$γ_{8}$	-0.0457	-0.85
$γ_{9}$	0.0912	1.06

Estimation Period:
Jan 3, 1990 to May 14, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts