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

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V-Lab

HanmiGlobal Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:45.55% (-0.73%)

Analysis last updated: Tuesday, May 7, 2024 at 10:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1167	4.06
$α$	0.1283	5.46
$β$	0.7655	20.52
$γ_{1}$	0.7904	1.90
$γ_{2}$	-1.3967	-2.15
$γ_{3}$	1.4643	3.28
$γ_{4}$	-1.8189	-4.34
$γ_{5}$	1.8024	4.05
$γ_{6}$	-1.3709	-2.64
$γ_{7}$	0.7183	1.50
$γ_{8}$	-0.1508	-0.48
$γ_{9}$	-0.1247	-0.69

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts