Hyundai Motor Securities Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:61.46% (-1.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0244 | 8.51 | |
| 0.0975 | 9.23 | |
| 0.8391 | 51.72 | |
| 0.0705 | 2.28 | |
| -0.0507 | -1.06 | |
| -0.1464 | -3.98 | |
| 0.2790 | 7.19 | |
| -0.2710 | -6.94 | |
| 0.1469 | 3.94 | |
| 0.0117 | 0.30 | |
| -0.1078 | -2.34 | |
| 0.2727 | 5.58 |
Estimation Period:
Jun 11, 1990 to Jan 30, 2026
Jun 11, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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