HJ Shipbuilding & Construction Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:64.01% (-1.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0760 | 4.53 | |
| 0.3376 | 3.62 | |
| 0.0630 | 2.90 | |
| 1.0224 | 0.30 | |
| 0.3087 | 0.33 | |
| 0.6182 | 0.52 |
Estimation Period:
Aug 31, 2007 to Jan 30, 2026
Aug 31, 2007 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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