V-Lab: Hanjin Transportation Co Ltd AGARCH Volatility Analysis

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V-Lab

Hanjin Transportation Co Ltd AGARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:32.33% (-0.64%)

Analysis last updated: Wednesday, May 1, 2024 at 10:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0898	12.07
$α$	0.0626	44.53
$β$	0.9285	622.76
$γ$	0.3508	6.04

Estimation Period:
Jan 3, 1990 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts