Hanjin Heavy Industries & Construction Holdings Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:36.28% (-1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0716 | 15.69 | |
| 0.0925 | 22.60 | |
| 0.9030 | 382.94 | |
| 0.0090 | 1.38 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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