V-Lab: Hi Gold Ocean Kmarin No12 Ship Investment Co Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Hi Gold Ocean Kmarin No12 Ship Investment Co Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, December 13th, 2022:0.00% (0.00%)

Analysis last updated: Wednesday, December 14, 2022 at 02:50 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	15.1903	2.58
$α$	0.5748	8.11
$β$	0.4252	6.00
$γ_{1}$	-5.8490	-0.98
$γ_{2}$	9.7556	0.84
$γ_{3}$	-77.0629	-0.49
$γ_{4}$	136.7798	0.37
$γ_{5}$	-59.9310	-0.13
$γ_{6}$	-33.8657	-0.06
$γ_{7}$	11.9237	0.02
$γ_{8}$	188.5208	0.38
$γ_{9}$	-422.7739	-1.86
$γ_{10}$	382.7550	12.79

Estimation Period:
Jul 12, 2013 to Dec 9, 2022

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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