V-Lab: Hankook Shell Oil Co Ltd Spline-GARCH Volatility Analysis

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V-Lab

Hankook Shell Oil Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:26.06% (+9.10%)

Analysis last updated: Thursday, May 9, 2024 at 11:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8949	7.38
$α$	0.1560	7.48
$β$	0.7427	23.52
$γ_{1}$	-0.0616	-1.50
$γ_{2}$	0.1149	1.91
$γ_{3}$	-0.1811	-4.09
$γ_{4}$	0.2101	3.61
$γ_{5}$	-0.1032	-1.12
$γ_{6}$	0.0543	0.51
$γ_{7}$	-0.0992	-1.14
$γ_{8}$	0.1297	1.63
$γ_{9}$	-0.1178	-1.05
$γ_{10}$	0.1866	1.03

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

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