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

V-Lab

| |

V-Lab

Hanwha Ocean Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:47.42% (-0.33%)

Analysis last updated: Sunday, May 19, 2024 at 12:11 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2529	4.03
$α$	0.0656	5.37
$β$	0.8883	49.12
$γ_{1}$	-0.0584	-0.50
$γ_{2}$	0.1530	0.92
$γ_{3}$	-0.1274	-1.15
$γ_{4}$	-0.0321	-0.34
$γ_{5}$	0.2623	2.23
$γ_{6}$	-0.4822	-2.69
$γ_{7}$	0.5441	2.93
$γ_{8}$	-0.4691	-2.46

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts