V-Lab: Hanjin Transportation Co Ltd EGARCH Volatility Analysis

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V-Lab

Hanjin Transportation Co Ltd EGARCH Volatility Analysis

Volatility Prediction for Tuesday, May 14th, 2024:28.33% (-0.38%)

Analysis last updated: Wednesday, May 15, 2024 at 02:39 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0371	11.95
$α$	0.1297	34.83
$β$	0.9861	872.62
$γ$	-0.0128	-3.21

Estimation Period:
Jan 3, 1990 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts