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Hyundai GF Holdings Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:46.05% (-1.86%)
Analysis last updated: Sunday, February 8, 2026 at 01:18 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hyundai GF Holdings S0GARCH
paramt-stat
ω0.63746.93
α0.09307.74
β0.832529.46
γ1-0.0609-1.92
γ20.12452.69
γ3-0.1532-4.75
γ40.13263.94
γ5-0.0688-2.14
γ60.04091.32
γ7-0.0003-0.01
γ80.00450.14
γ9-0.0457-1.91
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts