V-Lab: Hankook Shell Oil Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Hankook Shell Oil Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:15.08% (-1.01%)

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
$ω$	1.0242	9.17
$α$	0.1487	7.10
$β$	0.7587	24.65
$γ_{1}$	0.0205	1.09
$γ_{2}$	-0.0737	-2.46
$γ_{3}$	0.0707	3.25
$γ_{4}$	-0.0007	-0.03
$γ_{5}$	-0.0470	-1.60
$γ_{6}$	0.0562	1.83
$γ_{7}$	-0.0278	-1.14

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts