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

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V-Lab

Hyundai Motor Securities Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:15.39% (-0.67%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9675	7.27
$α$	0.0969	9.23
$β$	0.8498	56.37
$γ_{1}$	0.0186	0.36
$γ_{2}$	0.0767	0.96
$γ_{3}$	-0.2517	-4.19
$γ_{4}$	0.1976	3.22
$γ_{5}$	0.0562	0.88
$γ_{6}$	-0.2409	-3.86
$γ_{7}$	0.1959	3.09
$γ_{8}$	-0.0105	-0.17
$γ_{9}$	-0.1083	-1.91
$γ_{10}$	0.1101	3.01

Estimation Period:
Jun 11, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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