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

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V-Lab

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

Volatility Prediction for Thursday, May 9th, 2024:37.36% (-0.66%)

Analysis last updated: Thursday, May 9, 2024 at 11:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3831	6.43
$α$	0.0544	6.89
$β$	0.9072	64.58
$γ_{1}$	-0.0119	-0.35
$γ_{2}$	0.0541	1.09
$γ_{3}$	-0.0958	-2.78
$γ_{4}$	0.1270	3.14
$γ_{5}$	-0.1464	-2.60
$γ_{6}$	0.1273	1.55

Estimation Period:
Aug 24, 1999 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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