V-Lab: Hanwha Aerospace Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Hanwha Aerospace Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:57.11% (-2.19%)

Analysis last updated: Thursday, May 9, 2024 at 11:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6258	6.14
$α$	0.0678	8.67
$β$	0.8865	59.88
$γ_{1}$	0.0444	0.63
$γ_{2}$	-0.0109	-0.10
$γ_{3}$	-0.1281	-2.05
$γ_{4}$	0.0934	2.01
$γ_{5}$	0.0831	1.80
$γ_{6}$	-0.2245	-4.24
$γ_{7}$	0.3255	3.98
$γ_{8}$	-0.3040	-2.73
$γ_{9}$	0.1827	1.87
$γ_{10}$	-0.0890	-1.64

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

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