V-Lab
Hanil Iron & Steel Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:20.66% (-0.58%)
Analysis last updated: Wednesday, May 1, 2024 at 10:12 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7583 | 6.67 | |
| 0.1422 | 8.23 | |
| 0.7656 | 27.45 | |
| -0.0678 | -1.46 | |
| 0.1524 | 2.24 | |
| -0.1979 | -3.60 | |
| 0.1333 | 1.98 | |
| 0.0433 | 0.63 | |
| -0.1539 | -2.47 | |
| 0.1770 | 2.81 | |
| -0.1651 | -2.84 | |
| 0.2312 | 3.79 | |
| -0.4367 | -4.39 |
Estimation Period:
Jan 3, 1990 to Apr 30, 2024
Jan 3, 1990 to Apr 30, 2024
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