Hanjin Shipping Co Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8315 | 5.69 | |
| 0.1322 | 2.48 | |
| 0.5692 | 6.81 | |
| 2.4244 | 3.13 | |
| -3.9192 | -3.30 | |
| 2.1834 | 2.66 | |
| -1.3962 | -1.71 | |
| 1.7965 | 2.67 | |
| -1.4287 | -1.83 | |
| 2.7461 | 1.75 |
Estimation Period:
Dec 29, 2009 to Mar 3, 2017
Dec 29, 2009 to Mar 3, 2017
News Impact Curve
Volatility Forecasts
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