V-Lab
V-Lab

Hyundai Futurenet Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2024:30.11% (-1.15%)

Analysis last updated: Wednesday, March 27, 2024 at 11:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hyundai Futurenet Co Ltd S0GARCH
paramt-stat
ω1.56695.21
α0.07794.79
β0.819515.92
γ1-0.1348-0.26
γ2-0.0094-0.01
γ30.77541.35
γ4-1.4429-2.08
γ51.52952.44
γ6-1.2069-2.60
γ71.43572.83
γ8-2.2756-3.31
γ92.03232.95
γ10-0.7868-2.02
Estimation Period:
Dec 23, 2010 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts