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

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V-Lab

Hyundai Motor Co Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:36.10% (-0.72%)

Analysis last updated: Sunday, April 21, 2024 at 12:20 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8272	6.90
$α$	0.0595	6.89
$β$	0.9109	77.37
$γ_{1}$	0.0140	0.40
$γ_{2}$	0.0427	0.84
$γ_{3}$	-0.1970	-6.42
$γ_{4}$	0.2631	8.59
$γ_{5}$	-0.1900	-5.05
$γ_{6}$	0.0980	2.48
$γ_{7}$	-0.0448	-1.40
$γ_{8}$	0.0224	1.08

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

News Impact Curve

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Volatility Forecasts

Volatility Forecasts