V-Lab: Hanjin Heavy Industries & Construction Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Hanjin Heavy Industries & Construction Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:27.32% (-1.36%)

Analysis last updated: Thursday, May 2, 2024 at 11:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8600	7.15
$α$	0.1133	7.26
$β$	0.8592	44.92
$γ_{1}$	0.2163	7.13
$γ_{2}$	-0.3581	-7.95
$γ_{3}$	0.1970	5.31
$γ_{4}$	-0.0951	-2.56
$γ_{5}$	0.0829	2.63
$γ_{6}$	-0.0772	-2.36
$γ_{7}$	0.0498	1.85

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

Other Hanjin Heavy Industries & Construction Holdings Co Ltd Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Spline-GARCH
MEM
Asy. MEM
Asy. Power MEM
GAS-GARCH Student T
MF2-GARCH