V-Lab: Hi Gold Ocean No2 Ship Investment Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Hi Gold Ocean No2 Ship Investment Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, December 21st, 2016:37.15% (-3.47%)

Analysis last updated: Tuesday, December 20, 2016 at 08:38 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6863	4.27
$α$	0.3605	5.66
$β$	0.3617	3.88
$γ_{1}$	-8.2685	-1.90
$γ_{2}$	13.3175	1.86
$γ_{3}$	-3.1198	-0.66
$γ_{4}$	-7.7301	-2.17
$γ_{5}$	11.0627	3.00
$γ_{6}$	-8.4180	-2.25
$γ_{7}$	4.1054	1.04
$γ_{8}$	-0.4848	-0.12
$γ_{9}$	-1.1951	-0.34

Estimation Period:
Apr 15, 2011 to Dec 16, 2016

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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