V-Lab: Hanjin Shipping Co Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

Hanjin Shipping Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, March 7th, 2017:667.54% (+120.94%)

Analysis last updated: Monday, March 1, 2021 at 05:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	38.4206	5.52
$α$	0.0864	37.58
$β$	0.9949	1569.25
$ν$	4	13.12

Estimation Period:
Dec 29, 2009 to Mar 3, 2017