V-Lab
V-Lab

Hyundai Motor Securities Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2024:16.65% (-0.69%)

Analysis last updated: Thursday, March 28, 2024 at 12:22 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hyundai Motor Securities Co Ltd S0GARCH
paramt-stat
ω0.96667.25
α0.09769.25
β0.848956.18
γ10.01780.34
γ20.07840.97
γ3-0.2516-4.15
γ40.19333.12
γ50.06390.99
γ6-0.2471-3.89
γ70.19713.06
γ8-0.0093-0.14
γ9-0.1078-1.90
γ100.10842.98
Estimation Period:
Jun 11, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts