V-Lab
Hanjin Shipping Co Ltd GARCH Volatility Analysis
Volatility Prediction for Tuesday, March 7th, 2017:781.20% (+214.30%)
Analysis last updated: Monday, March 1, 2021 at 08:58 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1710 | 6.40 | |
| 0.0954 | 11.25 | |
| 0.9046 | 121.60 |
Estimation Period:
Dec 29, 2009 to Mar 3, 2017
Dec 29, 2009 to Mar 3, 2017
News Impact Curve
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