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

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V-Lab

HyosungITX Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:10.20% (-0.30%)

Analysis last updated: Sunday, April 21, 2024 at 12:07 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2521	4.07
$α$	0.0778	5.63
$β$	0.8571	33.63
$γ_{1}$	-0.2805	-1.29
$γ_{2}$	0.4426	1.38
$γ_{3}$	-0.1934	-0.91
$γ_{4}$	-0.0578	-0.29
$γ_{5}$	0.1487	0.73
$γ_{6}$	0.0968	0.49
$γ_{7}$	-0.5801	-2.73
$γ_{8}$	0.7199	4.22

Estimation Period:
Oct 25, 2007 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts