V-Lab: Hi Gold Ocean No 3 Ship Investment Co Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Hi Gold Ocean No 3 Ship Investment Co Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, August 1st, 2022:0.00% (0.00%)

Analysis last updated: Saturday, July 30, 2022 at 07:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7623	2.36
$α$	0.1890	8.76
$β$	0.8092	36.02
$γ_{1}$	-1.5039	-0.53
$γ_{2}$	1.0735	0.31
$γ_{3}$	-0.3985	-0.15
$γ_{4}$	2.2418	0.64
$γ_{5}$	-4.1281	-1.00
$γ_{6}$	4.9196	1.19
$γ_{7}$	-2.6080	-0.75
$γ_{8}$	2.3825	0.54
$γ_{9}$	-12.2090	-2.66
$γ_{10}$	18.2990	7.12

Estimation Period:
May 4, 2012 to Jul 29, 2022

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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