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

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V-Lab

HL D&I HALLA CORP Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:14.48% (-0.23%)

Analysis last updated: Saturday, April 27, 2024 at 11:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9064	5.51
$α$	0.0994	8.23
$β$	0.8409	43.27
$γ_{1}$	0.1333	2.12
$γ_{2}$	-0.3275	-3.56
$γ_{3}$	0.3081	4.32
$γ_{4}$	-0.1032	-1.37
$γ_{5}$	-0.0578	-0.77
$γ_{6}$	0.0402	0.63
$γ_{7}$	0.0685	1.14
$γ_{8}$	-0.0903	-0.89
$γ_{9}$	-0.1166	-0.72

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts