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

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V-Lab

Hanwha Aerospace Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:56.78% (-1.34%)

Analysis last updated: Saturday, May 11, 2024 at 03:49 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6291	6.10
$α$	0.0673	8.71
$β$	0.8880	61.12
$γ_{1}$	0.0495	0.70
$γ_{2}$	-0.0175	-0.16
$γ_{3}$	-0.1266	-2.01
$γ_{4}$	0.0914	1.95
$γ_{5}$	0.0901	1.94
$γ_{6}$	-0.2365	-4.44
$γ_{7}$	0.3393	4.09
$γ_{8}$	-0.3138	-2.75
$γ_{9}$	0.1831	1.72
$γ_{10}$	-0.0716	-0.68

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

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Volatility Forecasts

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