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V-Lab

Hana Financial Twenty Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, September 20, 2023 at 08:09 PM UTC
Date Range:

from

to

6M ·

1Y ·

All

graph of Hana Financial Twenty SGARCH
paramt-stat
ω15.96621.57
α0.868728.86
β0.12957.31
γ112.77670.03
γ2-56.1876-0.12
γ329.45730.19
γ4157.95011.49
γ5-368.7070-3.06
γ6562.70443.01
γ7-2,461.0280-10.10
γ87,198.917035.51
γ9-10,299.5400-60.88
γ108,270.940029.87
Estimation Period:
Dec 27, 2021 to Sep 15, 2023
Impact of return on volatility tomorrow
Volatility Forecasts