Han Chang Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:0.00% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.0018 | 0.55 | |
| 0.3220 | 0.79 | |
| 0.6778 | 1.67 | |
| -0.2035 | -1.91 | |
| 0.3261 | 2.35 | |
| -0.2110 | -2.62 | |
| 0.0860 | 1.09 | |
| -0.0231 | -0.28 | |
| 0.1514 | 1.35 | |
| -0.6300 | -2.43 | |
| -11.7709 | -0.45 | |
| 37.7653 | 0.54 | |
| -50.9427 | -1.14 |
Estimation Period:
Jan 3, 1990 to Jun 2, 2025
Jan 3, 1990 to Jun 2, 2025
News Impact Curve
Volatility Forecasts
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