V-Lab: Hyundai Home Shopping Network Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Hyundai Home Shopping Network Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:42.10% (-4.29%)

Analysis last updated: Saturday, April 27, 2024 at 11:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0659	7.29
$α$	0.0954	2.87
$β$	0.7139	9.15
$γ_{1}$	-0.4057	-1.69
$γ_{2}$	0.4165	1.13
$γ_{3}$	0.0369	0.15
$γ_{4}$	0.0596	0.27
$γ_{5}$	-0.3790	-1.52
$γ_{6}$	0.8057	3.21
$γ_{7}$	-1.1885	-4.56
$γ_{8}$	1.2144	4.49
$γ_{9}$	-0.7857	-3.86

Estimation Period:
Sep 13, 2010 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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