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

V-Lab

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V-Lab

Hyundai Hysco Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, June 29th, 2015:40.86% (+1.60%)

Analysis last updated: Friday, January 29, 2016 at 02:45 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6679	6.04
$α$	0.0947	9.58
$β$	0.8571	54.90
$γ_{1}$	0.0136	0.36
$γ_{2}$	0.0232	0.43
$γ_{3}$	-0.1508	-4.59
$γ_{4}$	0.2205	6.11
$γ_{5}$	-0.1799	-4.22
$γ_{6}$	0.1453	2.62

Estimation Period:
Jan 3, 1990 to Jun 26, 2015

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts