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

V-Lab

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V-Lab

Hyundai Paint Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, November 21st, 2016:488.80% (+74.10%)

Analysis last updated: Friday, November 18, 2016 at 08:02 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5368	4.15
$α$	0.1818	10.14
$β$	0.7241	26.60
$γ_{1}$	-0.0241	-0.23
$γ_{2}$	0.0797	0.55
$γ_{3}$	-0.0227	-0.28
$γ_{4}$	-0.2184	-3.24
$γ_{5}$	0.2787	3.71
$γ_{6}$	-0.0275	-0.30
$γ_{7}$	-0.1227	-1.10
$γ_{8}$	0.0047	0.03
$γ_{9}$	0.3605	1.04

Estimation Period:
Jan 3, 1990 to Nov 18, 2016

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts