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

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V-Lab

Hankook Shell Oil Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:22.35% (+1.82%)

Analysis last updated: Sunday, April 21, 2024 at 12:19 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8958	7.33
$α$	0.1554	7.47
$β$	0.7456	23.83
$γ_{1}$	-0.0621	-1.50
$γ_{2}$	0.1159	1.90
$γ_{3}$	-0.1820	-4.06
$γ_{4}$	0.2102	3.55
$γ_{5}$	-0.1029	-1.10
$γ_{6}$	0.0541	0.50
$γ_{7}$	-0.0987	-1.12
$γ_{8}$	0.1283	1.58
$γ_{9}$	-0.1165	-1.03
$γ_{10}$	0.1885	1.03

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

News Impact Curve

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Volatility Forecasts

Volatility Forecasts