V-Lab: Hyosung Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Hyosung Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:25.56% (-0.47%)

Analysis last updated: Sunday, April 21, 2024 at 12:18 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7229	7.38
$α$	0.0903	4.74
$β$	0.8377	28.87
$γ_{1}$	-0.0339	-0.79
$γ_{2}$	0.1218	1.92
$γ_{3}$	-0.1930	-3.85
$γ_{4}$	0.1086	2.17
$γ_{5}$	0.0636	1.29
$γ_{6}$	-0.1596	-3.08
$γ_{7}$	0.1583	3.08
$γ_{8}$	-0.0639	-1.15
$γ_{9}$	-0.0557	-0.82
$γ_{10}$	0.0930	1.65

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

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