V-Lab: Hyundai Pharmaceutical Co Ltd AGARCH Volatility Analysis

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V-Lab

Hyundai Pharmaceutical Co Ltd AGARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:22.78% (+0.73%)

Analysis last updated: Thursday, April 18, 2024 at 10:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2217	18.21
$α$	0.1514	30.09
$β$	0.8369	185.27
$γ$	-0.4415	-7.49

Estimation Period:
Jan 3, 1990 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts