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

V-Lab

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V-Lab

HD Hyundai Infracore Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:50.92% (+0.36%)

Analysis last updated: Friday, April 19, 2024 at 11:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2524	4.39
$α$	0.0513	4.97
$β$	0.9180	49.63
$γ_{1}$	-0.0478	-0.75
$γ_{2}$	0.1457	1.63
$γ_{3}$	-0.2257	-3.39
$γ_{4}$	0.2578	3.43
$γ_{5}$	-0.2238	-2.90
$γ_{6}$	0.1698	2.60
$γ_{7}$	-0.1144	-2.73

Estimation Period:
Feb 2, 2001 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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