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

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V-Lab

Hyundai Futurenet Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:38.56% (+5.23%)

Analysis last updated: Sunday, April 21, 2024 at 12:06 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5499	5.11
$α$	0.0754	4.68
$β$	0.8306	16.82
$γ_{1}$	-0.1384	-0.26
$γ_{2}$	-0.0013	-0.00
$γ_{3}$	0.7573	1.32
$γ_{4}$	-1.4138	-2.01
$γ_{5}$	1.4904	2.30
$γ_{6}$	-1.1339	-2.36
$γ_{7}$	1.3229	2.57
$γ_{8}$	-2.2004	-3.16
$γ_{9}$	2.0893	2.93
$γ_{10}$	-0.9064	-2.21

Estimation Period:
Dec 23, 2010 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts