V-Lab
Hanmi Semiconductor Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 16th, 2024:59.19% (-2.92%)
Analysis last updated: Tuesday, April 16, 2024 at 08:55 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6061 | 12.04 | |
| 0.0597 | 8.87 | |
| 0.8675 | 166.57 | |
| 0.0317 | 2.31 |
Estimation Period:
Jul 22, 2005 to Apr 12, 2024
Jul 22, 2005 to Apr 12, 2024
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