V-Lab
V-Lab

Hyundai GF Holdings Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:41.15% (-1.46%)

Analysis last updated: Thursday, March 28, 2024 at 11:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hyundai GF Holdings S0GARCH
paramt-stat
ω0.61406.65
α0.09418.05
β0.837834.87
γ1-0.0898-2.42
γ20.17533.20
γ3-0.1849-4.63
γ40.13383.31
γ5-0.0453-1.13
γ60.01080.26
γ70.00910.19
γ80.03550.51
γ9-0.0832-1.12
Estimation Period:
Jan 3, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
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