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

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V-Lab

Hyundai Mobis Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:29.93% (-1.14%)

Analysis last updated: Sunday, April 21, 2024 at 12:13 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6622	6.69
$α$	0.0698	7.76
$β$	0.8787	56.06
$γ_{1}$	-0.0457	-1.08
$γ_{2}$	0.1252	2.05
$γ_{3}$	-0.2079	-5.38
$γ_{4}$	0.1747	4.76
$γ_{5}$	-0.0109	-0.30
$γ_{6}$	-0.0863	-2.18
$γ_{7}$	0.0965	2.23
$γ_{8}$	-0.0752	-1.95
$γ_{9}$	0.0420	1.65

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts