V-Lab: HD Korea Shipbuilding & Offshore Engineering Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

HD Korea Shipbuilding & Offshore Engineering Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:39.68% (-0.99%)

Analysis last updated: Saturday, April 27, 2024 at 11:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3892	6.45
$α$	0.0544	6.94
$β$	0.9074	65.17
$γ_{1}$	-0.0099	-0.29
$γ_{2}$	0.0504	1.01
$γ_{3}$	-0.0918	-2.69
$γ_{4}$	0.1203	3.20
$γ_{5}$	-0.1317	-2.93
$γ_{6}$	0.0880	2.37

Estimation Period:
Aug 24, 1999 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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