V-Lab
Hanwha Fine Chemical Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 25th, 2016:76.25% (+30.38%)
Analysis last updated: Monday, March 1, 2021 at 08:01 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7826 | 12.26 | |
| 0.6808 | 14.24 | |
| 0.6921 | 31.48 | |
| 0.1300 | 6.39 |
Estimation Period:
Nov 10, 1995 to Feb 19, 2016
Nov 10, 1995 to Feb 19, 2016
News Impact Curve
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