V-Lab: HD Korea Shipbuilding & Offshore Engineering Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

HD Korea Shipbuilding & Offshore Engineering Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:39.24% (-1.28%)

Analysis last updated: Sunday, April 21, 2024 at 12:17 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3897	6.46
$α$	0.0543	6.91
$β$	0.9075	65.08
$γ_{1}$	-0.0097	-0.29
$γ_{2}$	0.0502	1.01
$γ_{3}$	-0.0918	-2.69
$γ_{4}$	0.1204	3.20
$γ_{5}$	-0.1320	-2.93
$γ_{6}$	0.0885	2.37

Estimation Period:
Aug 24, 1999 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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