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

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V-Lab

Hanwha Ocean Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:66.96% (-2.41%)

Analysis last updated: Tuesday, April 30, 2024 at 09:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2518	4.03
$α$	0.0649	5.37
$β$	0.8904	50.01
$γ_{1}$	-0.0581	-0.50
$γ_{2}$	0.1507	0.89
$γ_{3}$	-0.1216	-1.08
$γ_{4}$	-0.0410	-0.42
$γ_{5}$	0.2735	2.27
$γ_{6}$	-0.4907	-2.68
$γ_{7}$	0.5395	2.90
$γ_{8}$	-0.4285	-2.26

Estimation Period:
Feb 2, 2001 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts