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

V-Lab

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V-Lab

Ocwen Financial Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:50.06% (-6.87%)

Analysis last updated: Friday, May 3, 2024 at 10:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9085	5.99
$α$	0.1772	6.59
$β$	0.6938	18.19
$γ_{1}$	0.0951	1.72
$γ_{2}$	-0.2392	-3.00
$γ_{3}$	0.3197	6.21
$γ_{4}$	-0.3562	-5.44
$γ_{5}$	0.3911	4.97
$γ_{6}$	-0.4050	-4.76
$γ_{7}$	0.3244	4.09
$γ_{8}$	-0.2991	-3.27

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts