V-Lab: Hanmi Semiconductor Co Ltd Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Hanmi Semiconductor Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:78.81% (-0.21%)

Analysis last updated: Thursday, May 9, 2024 at 11:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3050	5.63
$α$	0.1255	4.67
$β$	0.6331	10.17
$γ_{1}$	0.3737	2.92
$γ_{2}$	-0.6669	-3.64
$γ_{3}$	0.4722	4.54
$γ_{4}$	-0.1966	-2.13
$γ_{5}$	-0.0013	-0.01
$γ_{6}$	0.0585	0.44
$γ_{7}$	-0.0684	-0.55
$γ_{8}$	0.1374	0.52

Estimation Period:
Jul 22, 2005 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

Other Hanmi Semiconductor Co Ltd Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Zero Slope Spline-GARCH
MEM
Asy. MEM
Asy. Power MEM
GAS-GARCH Student T
MF2-GARCH