Hanjin Heavy Industries & Construction Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:33.21% (-1.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8055 | 7.68 | |
| 0.1099 | 7.56 | |
| 0.8578 | 45.22 | |
| 0.1736 | 6.88 | |
| -0.2982 | -8.22 | |
| 0.1815 | 6.46 | |
| -0.0996 | -3.22 | |
| 0.0884 | 2.97 | |
| -0.0858 | -3.30 | |
| 0.0596 | 3.04 |
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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