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

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V-Lab

Hyundai Pharmaceutical Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:23.14% (+0.32%)

Analysis last updated: Saturday, April 20, 2024 at 12:00 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9264	5.14
$α$	0.1931	7.21
$β$	0.7443	28.39
$γ_{1}$	-0.0089	-0.19
$γ_{2}$	0.0369	0.51
$γ_{3}$	-0.1462	-2.54
$γ_{4}$	0.2611	4.74
$γ_{5}$	-0.2349	-3.81
$γ_{6}$	0.1373	2.26
$γ_{7}$	-0.0327	-0.63
$γ_{8}$	-0.0778	-1.33
$γ_{9}$	0.1057	2.28

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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