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

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V-Lab

Hanwha Ocean Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:71.17% (-2.28%)

Analysis last updated: Tuesday, April 30, 2024 at 09:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2852	4.16
$α$	0.0639	5.21
$β$	0.8916	48.42
$γ_{1}$	-0.0412	-0.36
$γ_{2}$	0.1269	0.76
$γ_{3}$	-0.1124	-1.01
$γ_{4}$	-0.0407	-0.42
$γ_{5}$	0.2632	2.21
$γ_{6}$	-0.4667	-2.61
$γ_{7}$	0.4871	2.85
$γ_{8}$	-0.2942	-3.29

Estimation Period:
Feb 2, 2001 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts