V-Lab: SK Hynix Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

SK Hynix Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:42.23% (-0.98%)

Analysis last updated: Thursday, April 18, 2024 at 10:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9089	4.57
$α$	0.0431	7.42
$β$	0.9422	121.50
$γ_{1}$	-0.0665	-3.90
$γ_{2}$	0.0951	4.00
$γ_{3}$	-0.0299	-2.42
$γ_{4}$	0.0011	0.13

Estimation Period:
Dec 26, 1996 to Apr 12, 2024

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Volatility Forecasts

Volatility Forecasts