V-Lab
Hanmi Semiconductor Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:61.60% (+0.22%)
Analysis last updated: Saturday, May 4, 2024 at 11:02 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2943 | 5.56 | |
| 0.1296 | 4.84 | |
| 0.6335 | 10.44 | |
| 0.3632 | 2.81 | |
| -0.6506 | -3.51 | |
| 0.4633 | 4.40 | |
| -0.1943 | -2.08 | |
| 0.0080 | 0.07 | |
| 0.0246 | 0.18 | |
| 0.0176 | 0.14 | |
| -0.0811 | -0.89 |
Estimation Period:
Jul 22, 2005 to May 3, 2024
Jul 22, 2005 to May 3, 2024
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