V-Lab
Hanwha Fine Chemical Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 25th, 2016:82.65% (+40.28%)
Analysis last updated: Monday, March 1, 2021 at 08:19 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6768 | 14.43 | |
| 0.6924 | 7.63 | |
| 0.3866 | 10.98 | |
| -0.3075 | -4.40 |
Estimation Period:
Nov 10, 1995 to Feb 19, 2016
Nov 10, 1995 to Feb 19, 2016
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