V-Lab: Hyundai Paint Co Ltd EGARCH Volatility Analysis

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V-Lab

Hyundai Paint Co Ltd EGARCH Volatility Analysis

Volatility Prediction for Monday, November 21st, 2016:446.66% (+42.54%)

Analysis last updated: Monday, March 1, 2021 at 06:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2748	23.62
$α$	0.3855	41.85
$β$	0.9232	260.65
$γ$	0.0059	0.67

Estimation Period:
Jan 3, 1990 to Nov 18, 2016

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts