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

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V-Lab

Hyundai Pharmaceutical Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:21.50% (-0.98%)

Analysis last updated: Saturday, April 27, 2024 at 11:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9123	5.11
$α$	0.1896	7.16
$β$	0.7476	28.58
$γ_{1}$	-0.0091	-0.19
$γ_{2}$	0.0361	0.50
$γ_{3}$	-0.1443	-2.52
$γ_{4}$	0.2597	4.73
$γ_{5}$	-0.2346	-3.81
$γ_{6}$	0.1377	2.27
$γ_{7}$	-0.0325	-0.62
$γ_{8}$	-0.0796	-1.37
$γ_{9}$	0.1079	2.35

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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