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

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V-Lab

Hyundai Glovis Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:24.37% (-0.45%)

Analysis last updated: Friday, April 19, 2024 at 11:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3628	9.15
$α$	0.0533	5.63
$β$	0.9218	65.71
$γ_{1}$	0.0027	3.91

Estimation Period:
Dec 26, 2005 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts