V-Lab: HL D&I HALLA CORP Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

HL D&I HALLA CORP Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:22.76% (-0.25%)

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
$ω$	0.9032	5.44
$α$	0.1039	8.34
$β$	0.8358	43.68
$γ_{1}$	0.1233	1.94
$γ_{2}$	-0.3099	-3.32
$γ_{3}$	0.2952	4.08
$γ_{4}$	-0.0966	-1.26
$γ_{5}$	-0.0544	-0.72
$γ_{6}$	0.0211	0.33
$γ_{7}$	0.1162	2.04
$γ_{8}$	-0.1954	-2.61
$γ_{9}$	0.1438	2.01

Estimation Period:
Aug 15, 1994 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts