V-Lab: Pan Ocean Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Pan Ocean Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:47.27% (-2.48%)

Analysis last updated: Thursday, May 16, 2024 at 11:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4100	6.55
$α$	0.1000	4.20
$β$	0.8008	23.12
$γ_{1}$	-0.1840	-1.51
$γ_{2}$	0.5523	2.98
$γ_{3}$	-0.7343	-5.87
$γ_{4}$	0.5097	4.68
$γ_{5}$	-0.0624	-0.56
$γ_{6}$	-0.1557	-1.10
$γ_{7}$	0.0847	0.71

Estimation Period:
Sep 26, 2007 to May 14, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts