V-Lab: HDC Hyundai Engineering Plastics Co Ltd Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

HDC Hyundai Engineering Plastics Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:42.99% (-0.07%)

Analysis last updated: Sunday, April 21, 2024 at 12:09 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3288	4.06
$α$	0.1196	6.75
$β$	0.8095	29.47
$γ_{1}$	0.2344	1.85
$γ_{2}$	-0.4665	-2.67
$γ_{3}$	0.4038	3.62
$γ_{4}$	-0.3136	-2.67
$γ_{5}$	0.3721	2.91
$γ_{6}$	-0.5526	-3.67
$γ_{7}$	0.8388	2.57

Estimation Period:
Sep 25, 2006 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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