V-Lab
Hankuk Glass Industries Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, December 13th, 2018:81.85% (-12.22%)
Analysis last updated: Wednesday, December 12, 2018 at 08:23 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1044 | 7.02 | |
| 0.1895 | 5.00 | |
| 0.7430 | 18.65 | |
| 0.0345 | 2.11 | |
| -0.0590 | -2.11 | |
| 0.0170 | 0.74 | |
| 0.0221 | 1.10 | |
| -0.0156 | -1.06 |
Estimation Period:
Jan 3, 1990 to Dec 7, 2018
Jan 3, 1990 to Dec 7, 2018
News Impact Curve
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