Hyundai Department Store Co Ltd AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:40.91% (-2.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2669 | 11.79 | |
| 0.0978 | 31.82 | |
| 0.8485 | 124.96 | |
| 0.6163 | 7.17 |
Estimation Period:
Nov 25, 2002 to Jan 30, 2026
Nov 25, 2002 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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