V-Lab: Hyundai Livart Furniture Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Hyundai Livart Furniture Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:22.15% (+0.13%)

Analysis last updated: Wednesday, May 1, 2024 at 09:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9056	2.99
$α$	0.0480	4.75
$β$	0.9310	55.33
$γ_{1}$	-0.0973	-0.88
$γ_{2}$	0.2305	1.46
$γ_{3}$	-0.2515	-2.84
$γ_{4}$	0.1499	2.13
$γ_{5}$	-0.0228	-0.49

Estimation Period:
Nov 22, 2005 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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