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

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V-Lab

Hanwha Ocean Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:67.46% (-2.54%)

Analysis last updated: Thursday, May 2, 2024 at 11:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2757	4.13
$α$	0.0640	5.20
$β$	0.8913	48.14
$γ_{1}$	-0.0451	-0.39
$γ_{2}$	0.1334	0.80
$γ_{3}$	-0.1183	-1.06
$γ_{4}$	-0.0343	-0.36
$γ_{5}$	0.2566	2.18
$γ_{6}$	-0.4612	-2.59
$γ_{7}$	0.4851	2.83
$γ_{8}$	-0.2956	-3.25

Estimation Period:
Feb 2, 2001 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts