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

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V-Lab

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

Volatility Prediction for Monday, April 22nd, 2024:41.13% (-1.24%)

Analysis last updated: Sunday, April 21, 2024 at 12:16 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3804	6.41
$α$	0.0546	6.90
$β$	0.9071	64.51
$γ_{1}$	-0.0127	-0.37
$γ_{2}$	0.0554	1.11
$γ_{3}$	-0.0969	-2.80
$γ_{4}$	0.1281	3.15
$γ_{5}$	-0.1475	-2.60
$γ_{6}$	0.1292	1.56

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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