V-Lab: Hyundai Paint Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Hyundai Paint Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, November 21st, 2016:488.39% (+83.96%)

Analysis last updated: Friday, November 18, 2016 at 08:02 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5691	3.95
$α$	0.1979	7.40
$β$	0.7203	27.35
$γ_{1}$	-0.0193	-0.18
$γ_{2}$	0.0720	0.48
$γ_{3}$	-0.0199	-0.23
$γ_{4}$	-0.2135	-2.96
$γ_{5}$	0.2653	3.35
$γ_{6}$	0.0020	0.02
$γ_{7}$	-0.1937	-1.78
$γ_{8}$	0.1749	1.51
$γ_{9}$	-0.1007	-1.06

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts