V-Lab: Hanwha Solutions Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Hanwha Solutions Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:61.66% (-1.88%)

Analysis last updated: Saturday, May 4, 2024 at 11:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6206	6.38
$α$	0.0689	8.16
$β$	0.8875	63.52
$γ_{1}$	-0.0529	-1.07
$γ_{2}$	0.1312	1.75
$γ_{3}$	-0.1438	-2.40
$γ_{4}$	0.0134	0.25
$γ_{5}$	0.1485	3.09
$γ_{6}$	-0.2023	-3.99
$γ_{7}$	0.2021	3.66
$γ_{8}$	-0.1477	-2.31
$γ_{9}$	0.0993	1.51
$γ_{10}$	-0.0772	-1.61

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts