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

V-Lab

| |

V-Lab

Hyundai Futurenet Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:32.34% (-1.48%)

Analysis last updated: Friday, May 3, 2024 at 10:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5570	5.13
$α$	0.0774	4.72
$β$	0.8277	16.68
$γ_{1}$	-0.1329	-0.25
$γ_{2}$	-0.0035	-0.00
$γ_{3}$	0.7440	1.31
$γ_{4}$	-1.3902	-1.99
$γ_{5}$	1.4581	2.24
$γ_{6}$	-1.0824	-2.23
$γ_{7}$	1.2464	2.41
$γ_{8}$	-2.1350	-3.07
$γ_{9}$	2.0800	2.88
$γ_{10}$	-0.9325	-2.21

Estimation Period:
Dec 23, 2010 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts