V-Lab: Hi Gold Ocean Kmarin No8 Ship Investment Co Spline-GARCH Volatility Analysis

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V-Lab

Hi Gold Ocean Kmarin No8 Ship Investment Co Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 27th, 2020:33.36% (+12.27%)

Analysis last updated: Monday, April 27, 2020 at 06:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3250	1.59
$α$	0.5376	5.09
$β$	0.4232	4.86
$γ_{1}$	3.0228	0.86
$γ_{2}$	-3.0299	-0.65
$γ_{3}$	-2.8739	-1.17
$γ_{4}$	6.3518	2.72
$γ_{5}$	-4.3878	-1.67
$γ_{6}$	-1.0808	-0.36
$γ_{7}$	0.5557	0.15
$γ_{8}$	7.4680	1.82
$γ_{9}$	-19.9375	-3.07

Estimation Period:
Sep 17, 2012 to Apr 24, 2020

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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