V-Lab: Hanwha Ocean Co Ltd MF2-GARCH Volatility Analysis

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V-Lab

Hanwha Ocean Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:48.89% (+0.56%)

Analysis last updated: Sunday, May 19, 2024 at 12:12 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	96
$α$	0.0466	9.28
$β$	0.8383	90.21
$γ$	0.0400	6.53
$λ_{1}$	3.4743	0.71
$λ_{2}$	0.6888	0.85
$λ_{3}$	0.0000	0.00

Estimation Period:
Feb 2, 2001 to May 17, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts