V-Lab: Ocwen Financial Corp MF2-GARCH Volatility Analysis

V-Lab

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V-Lab

Ocwen Financial Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:56.70% (+6.04%)

Analysis last updated: Monday, May 6, 2024 at 10:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0894	13.39
$β$	0.6308	22.53
$γ$	0.0970	8.88
$λ_{1}$	0.5013	0.61
$λ_{2}$	0.1883	0.78
$λ_{3}$	0.7831	2.62

Estimation Period:
Sep 25, 1996 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts