Hyundai GF Holdings EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:42.59% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0172 | 8.29 | |
| 0.0430 | 3.74 | |
| 0.9931 | 1,464.70 | |
| -0.0017 | -0.62 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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