Hanjin Heavy Industries & Construction Holdings Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:37.80% (-1.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0975 | 1.23 | |
| 0.8891 | 6.49 | |
| 0.0268 | 0.23 | |
| 9.3227 | 0.60 | |
| 0.0001 | 0.00 | |
| 0.9990 | 36.75 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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