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 Thursday, April 18th, 2024:22.52% (-0.32%)

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
$ω$	0.9159	5.58
$α$	0.1052	8.36
$β$	0.8335	42.89
$γ_{1}$	0.1271	2.04
$γ_{2}$	-0.3152	-3.43
$γ_{3}$	0.2973	4.16
$γ_{4}$	-0.0972	-1.29
$γ_{5}$	-0.0543	-0.72
$γ_{6}$	0.0209	0.33
$γ_{7}$	0.1161	2.05
$γ_{8}$	-0.1943	-2.60
$γ_{9}$	0.1428	1.98

Estimation Period:
Aug 15, 1994 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts