V-Lab: Hankook Shell Oil Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Hankook Shell Oil Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:20.37% (+1.94%)

Analysis last updated: Sunday, April 21, 2024 at 12:20 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0104	9.03
$α$	0.1477	7.06
$β$	0.7605	24.73
$γ_{1}$	0.0190	1.01
$γ_{2}$	-0.0720	-2.40
$γ_{3}$	0.0703	3.23
$γ_{4}$	-0.0004	-0.02
$γ_{5}$	-0.0475	-1.61
$γ_{6}$	0.0567	1.85
$γ_{7}$	-0.0282	-1.16

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts