V-Lab: HJ Shipbuilding & Construction Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

HJ Shipbuilding & Construction Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:33.50% (-1.33%)

Analysis last updated: Thursday, April 18, 2024 at 10:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4782	6.52
$α$	0.0842	4.83
$β$	0.8814	34.82
$γ_{1}$	0.0376	1.52
$γ_{2}$	-0.0641	-1.59
$γ_{3}$	0.0428	1.78

Estimation Period:
Aug 31, 2007 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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