Hyundai Engineering & Construction Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:70.42% (-1.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0719 | 14.92 | |
| 0.0573 | 21.72 | |
| 0.9210 | 565.71 | |
| 0.0374 | 7.26 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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