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

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V-Lab

Hyundai Pharmaceutical Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:20.23% (-0.06%)

Analysis last updated: Sunday, April 21, 2024 at 12:20 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8570	4.93
$α$	0.1832	7.26
$β$	0.7524	28.67
$γ_{1}$	-0.0294	-0.61
$γ_{2}$	0.0691	0.95
$γ_{3}$	-0.1674	-2.99
$γ_{4}$	0.2788	5.22
$γ_{5}$	-0.2512	-4.18
$γ_{6}$	0.1551	2.62
$γ_{7}$	-0.0573	-1.10
$γ_{8}$	-0.0310	-0.49
$γ_{9}$	-0.0122	-0.15

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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