V-Lab: HL D&I HALLA CORP Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

HL D&I HALLA CORP Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:21.75% (-0.17%)

Analysis last updated: Saturday, April 27, 2024 at 11:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9100	5.55
$α$	0.1048	8.33
$β$	0.8337	42.94
$γ_{1}$	0.1243	2.00
$γ_{2}$	-0.3117	-3.40
$γ_{3}$	0.2977	4.18
$γ_{4}$	-0.1004	-1.33
$γ_{5}$	-0.0502	-0.67
$γ_{6}$	0.0177	0.28
$γ_{7}$	0.1193	2.12
$γ_{8}$	-0.2002	-2.74
$γ_{9}$	0.1494	2.11

Estimation Period:
Aug 15, 1994 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts