V-Lab
Hyundai Motor Securities Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Thursday, April 18th, 2024:19.02% (-0.65%)
Analysis last updated: Thursday, April 18, 2024 at 10:53 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0363 | 27.59 | |
| 0.1859 | 47.16 | |
| 0.9868 | 1620.44 | |
| 0.0095 | 2.52 |
Estimation Period:
Jun 11, 1990 to Apr 12, 2024
Jun 11, 1990 to Apr 12, 2024
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