V-Lab: Pan Ocean Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Pan Ocean Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:42.33% (+0.17%)

Analysis last updated: Wednesday, May 1, 2024 at 09:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3968	6.48
$α$	0.1009	4.21
$β$	0.7995	22.99
$γ_{1}$	-0.1948	-1.58
$γ_{2}$	0.5699	3.04
$γ_{3}$	-0.7437	-5.90
$γ_{4}$	0.5101	4.63
$γ_{5}$	-0.0579	-0.50
$γ_{6}$	-0.1590	-1.09
$γ_{7}$	0.0859	0.71

Estimation Period:
Sep 26, 2007 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts