V-Lab
Hanmi Semiconductor Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:60.08% (+1.25%)
Analysis last updated: Sunday, April 21, 2024 at 12:08 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6089 | 12.05 | |
| 0.0597 | 8.87 | |
| 0.8671 | 166.52 | |
| 0.0319 | 2.32 |
Estimation Period:
Jul 22, 2005 to Apr 19, 2024
Jul 22, 2005 to Apr 19, 2024
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