V-Lab: Hyundai Wia Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Hyundai Wia Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:29.65% (+1.38%)

Analysis last updated: Thursday, April 18, 2024 at 10:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.7381	7.27
$α$	0.0793	2.63
$β$	0.7831	9.82
$γ_{1}$	0.3284	4.63
$γ_{2}$	-0.4627	-4.16
$γ_{3}$	0.2841	3.49
$γ_{4}$	-0.3218	-4.30
$γ_{5}$	0.2520	4.33

Estimation Period:
Feb 21, 2011 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts