V-Lab: Hyosung Corp Spline-GARCH Volatility Analysis

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V-Lab

Hyosung Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:29.05% (-0.47%)

Analysis last updated: Sunday, April 21, 2024 at 12:17 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6829	6.94
$α$	0.0881	4.86
$β$	0.8444	30.23
$γ_{1}$	-0.0653	-1.49
$γ_{2}$	0.1720	2.65
$γ_{3}$	-0.2239	-4.39
$γ_{4}$	0.1254	2.46
$γ_{5}$	0.0601	1.19
$γ_{6}$	-0.1627	-3.09
$γ_{7}$	0.1572	3.04
$γ_{8}$	-0.0465	-0.84
$γ_{9}$	-0.1053	-1.45
$γ_{10}$	0.2177	1.58

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

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