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

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V-Lab

Hyundai Rotem Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:61.16% (0.00%)

Analysis last updated: Wednesday, May 1, 2024 at 09:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8947	3.73
$α$	0.0639	3.36
$β$	0.8554	17.82
$γ_{1}$	0.2226	0.28
$γ_{2}$	0.1270	0.12
$γ_{3}$	-1.1728	-1.73
$γ_{4}$	2.4745	3.39
$γ_{5}$	-3.5694	-3.48
$γ_{6}$	3.2234	2.79
$γ_{7}$	-2.6634	-2.80
$γ_{8}$	3.1238	3.55
$γ_{9}$	-3.4066	-3.14
$γ_{10}$	3.5498	2.17

Estimation Period:
Oct 30, 2013 to Apr 30, 2024

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Volatility Forecasts

Volatility Forecasts