V-Lab: Hyundai Engineering & Construction Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Hyundai Engineering & Construction Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:27.60% (-1.01%)

Analysis last updated: Wednesday, May 1, 2024 at 10:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7322	5.10
$α$	0.0854	9.79
$β$	0.8811	73.26
$γ_{1}$	-0.0362	-0.71
$γ_{2}$	0.1577	2.16
$γ_{3}$	-0.2540	-5.07
$γ_{4}$	0.1591	2.99
$γ_{5}$	-0.0167	-0.30
$γ_{6}$	-0.0410	-0.67
$γ_{7}$	0.1061	1.70
$γ_{8}$	-0.1449	-2.96
$γ_{9}$	0.0986	2.98

Estimation Period:
Jan 3, 1990 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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