V-Lab: Hanjin Heavy Industries & Construction Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Hanjin Heavy Industries & Construction Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:23.81% (-0.97%)

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
$ω$	0.8596	7.10
$α$	0.1128	7.23
$β$	0.8601	45.27
$γ_{1}$	0.2171	7.09
$γ_{2}$	-0.3592	-7.90
$γ_{3}$	0.1972	5.28
$γ_{4}$	-0.0949	-2.53
$γ_{5}$	0.0829	2.60
$γ_{6}$	-0.0777	-2.34
$γ_{7}$	0.0504	1.85

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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