V-Lab: Hyundai Engineering & Construction Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Hyundai Engineering & Construction Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:30.59% (+1.40%)

Analysis last updated: Sunday, April 21, 2024 at 12:26 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7296	5.05
$α$	0.0857	9.80
$β$	0.8808	73.16
$γ_{1}$	-0.0367	-0.72
$γ_{2}$	0.1585	2.15
$γ_{3}$	-0.2542	-5.05
$γ_{4}$	0.1583	2.97
$γ_{5}$	-0.0152	-0.28
$γ_{6}$	-0.0427	-0.70
$γ_{7}$	0.1075	1.72
$γ_{8}$	-0.1449	-2.97
$γ_{9}$	0.0974	2.95

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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