V-Lab: Hanwha Ocean Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Hanwha Ocean Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 15th, 2024:66.02% (+8.11%)

Analysis last updated: Saturday, April 13, 2024 at 11:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2701	4.10
$α$	0.0641	5.19
$β$	0.8905	47.70
$γ_{1}$	-0.0463	-0.40
$γ_{2}$	0.1334	0.80
$γ_{3}$	-0.1139	-1.03
$γ_{4}$	-0.0423	-0.44
$γ_{5}$	0.2665	2.24
$γ_{6}$	-0.4676	-2.62
$γ_{7}$	0.4820	2.85
$γ_{8}$	-0.2869	-3.26

Estimation Period:
Feb 2, 2001 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts