V-Lab: Hyundai GF Holdings Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Hyundai GF Holdings Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:43.86% (+1.24%)

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
$ω$	0.6156	6.69
$α$	0.0937	8.01
$β$	0.8379	35.14
$γ_{1}$	-0.0884	-2.41
$γ_{2}$	0.1732	3.20
$γ_{3}$	-0.1843	-4.69
$γ_{4}$	0.1355	3.39
$γ_{5}$	-0.0486	-1.23
$γ_{6}$	0.0144	0.35
$γ_{7}$	0.0064	0.14
$γ_{8}$	0.0365	0.53
$γ_{9}$	-0.0836	-1.16

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts