V-Lab
Hanwha Galleria Timeworld Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 28th, 2020:23.19% (-0.01%)
Analysis last updated: Thursday, February 27, 2020 at 11:19 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5811 | 4.02 | |
| 0.1211 | 7.10 | |
| 0.8168 | 33.72 | |
| -0.1764 | -2.29 | |
| 0.0992 | 0.90 | |
| 0.1816 | 2.74 | |
| -0.1837 | -3.33 | |
| 0.2049 | 3.41 | |
| -0.1644 | -2.36 | |
| -0.0882 | -1.04 |
Estimation Period:
Jan 30, 1996 to Feb 21, 2020
Jan 30, 1996 to Feb 21, 2020
News Impact Curve
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