V-Lab: Hyundai Motor Securities Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Hyundai Motor Securities Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:16.43% (-0.71%)

Analysis last updated: Thursday, April 18, 2024 at 10:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9610	7.21
$α$	0.0967	9.22
$β$	0.8501	56.48
$γ_{1}$	0.0167	0.32
$γ_{2}$	0.0795	0.99
$γ_{3}$	-0.2523	-4.18
$γ_{4}$	0.1957	3.17
$γ_{5}$	0.0603	0.94
$γ_{6}$	-0.2447	-3.89
$γ_{7}$	0.1973	3.09
$γ_{8}$	-0.0108	-0.17
$γ_{9}$	-0.1063	-1.87
$γ_{10}$	0.1071	2.94

Estimation Period:
Jun 11, 1990 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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