V-Lab
Hanwha Galleria Timeworld Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 28th, 2020:27.22% (-0.08%)
Analysis last updated: Sunday, March 21, 2021 at 05:55 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 116 | ||
| 0.1199 | 24.84 | |
| 0.8104 | 106.78 | |
| -0.0110 | -1.73 | |
| 0.1137 | 2.37 | |
| 0.1361 | 2.80 | |
| 0.8569 | 16.05 |
Estimation Period:
Jan 30, 1996 to Feb 27, 2020
Jan 30, 1996 to Feb 27, 2020
News Impact Curve
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