Hanjin Heavy Industries & Construction Holdings Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:36.24% (-1.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0905 | 29.86 | |
| 0.8918 | 497.39 | |
| 0.0354 | 4.38 | |
| 9.9002 | 6.31 | |
| 0.0011 | 0.34 | |
| 0.9981 | 242.31 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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