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

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V-Lab

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

Volatility Prediction for Thursday, May 2nd, 2024:22.08% (-1.82%)

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
$ω$	0.8306	9.90
$α$	0.1267	8.05
$β$	0.8218	37.90
$γ_{1}$	0.2128	9.26
$γ_{2}$	-0.3527	-10.15
$γ_{3}$	0.1973	6.61
$γ_{4}$	-0.0953	-3.14
$γ_{5}$	0.0631	2.23
$γ_{6}$	-0.0088	-0.21
$γ_{7}$	-0.1303	-1.76

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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