V-Lab: Hanjin Heavy Industries & Construction Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Hanjin Heavy Industries & Construction Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:25.89% (-0.74%)

Analysis last updated: Saturday, May 4, 2024 at 11:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8572	7.16
$α$	0.1132	7.25
$β$	0.8592	44.88
$γ_{1}$	0.2162	7.13
$γ_{2}$	-0.3580	-7.95
$γ_{3}$	0.1970	5.32
$γ_{4}$	-0.0952	-2.56
$γ_{5}$	0.0832	2.64
$γ_{6}$	-0.0776	-2.37
$γ_{7}$	0.0502	1.87

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

Other Hanjin Heavy Industries & Construction Holdings Co Ltd Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Spline-GARCH
MEM
Asy. MEM
Asy. Power MEM
GAS-GARCH Student T
MF2-GARCH