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

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V-Lab

Hyundai Motor Co Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:31.92% (-1.12%)

Analysis last updated: Wednesday, May 1, 2024 at 10:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8273	6.92
$α$	0.0596	6.88
$β$	0.9105	76.99
$γ_{1}$	0.0144	0.41
$γ_{2}$	0.0418	0.82
$γ_{3}$	-0.1959	-6.42
$γ_{4}$	0.2624	8.65
$γ_{5}$	-0.1902	-5.10
$γ_{6}$	0.0988	2.51
$γ_{7}$	-0.0458	-1.43
$γ_{8}$	0.0232	1.12

Estimation Period:
Jan 3, 1990 to Apr 30, 2024

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Volatility Forecasts

Volatility Forecasts