V-Lab: Hi Gold Ocean No 3 Ship Investment Co Spline-GARCH Volatility Analysis

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V-Lab

Hi Gold Ocean No 3 Ship Investment Co Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, August 1st, 2022:0.00% (0.00%)

Analysis last updated: Saturday, July 30, 2022 at 07:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7716	3.06
$α$	0.2258	4.38
$β$	0.7726	14.68
$γ_{1}$	-1.7850	-0.70
$γ_{2}$	1.3223	0.42
$γ_{3}$	-0.3394	-0.14
$γ_{4}$	2.1335	0.65
$γ_{5}$	-3.7319	-0.94
$γ_{6}$	3.2004	0.75
$γ_{7}$	2.8137	0.52
$γ_{8}$	-20.8018	-2.24
$γ_{9}$	54.5710	2.50
$γ_{10}$	-108.4179	-3.80

Estimation Period:
May 4, 2012 to Jul 29, 2022

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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