V-Lab: HanmiGlobal Co Ltd APARCH Volatility Analysis

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V-Lab

HanmiGlobal Co Ltd APARCH Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:27.35% (-1.86%)

Analysis last updated: Thursday, May 9, 2024 at 12:33 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1287	11.03
$α$	0.1434	26.54
$β$	0.8566	136.10
$γ$	-0.0571	-1.99
$δ$	1.1406	17.91

Estimation Period:
Jun 23, 2009 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts