V-Lab: Ocwen Financial Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Ocwen Financial Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:71.04% (+10.33%)

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
$ω$	0.9147	5.88
$α$	0.1788	6.60
$β$	0.6978	18.94
$γ_{1}$	0.0894	1.59
$γ_{2}$	-0.2275	-2.80
$γ_{3}$	0.3072	5.86
$γ_{4}$	-0.3417	-5.14
$γ_{5}$	0.3709	4.65
$γ_{6}$	-0.3692	-4.27
$γ_{7}$	0.2458	3.27
$γ_{8}$	-0.0897	-2.02

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts