Hanatour Japan Co GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:27.69% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1863 | 8.65 | |
| 0.0797 | 13.44 | |
| 0.8954 | 147.83 | |
| 0.0474 | 2.94 |
Estimation Period:
Dec 15, 2017 to Feb 13, 2026
Dec 15, 2017 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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