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

V-Lab

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V-Lab

Hyundai Futurenet Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:37.41% (-1.91%)

Analysis last updated: Saturday, April 27, 2024 at 11:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5501	5.09
$α$	0.0771	4.71
$β$	0.8293	16.69
$γ_{1}$	-0.1338	-0.25
$γ_{2}$	-0.0103	-0.01
$γ_{3}$	0.7645	1.34
$γ_{4}$	-1.4191	-2.03
$γ_{5}$	1.4907	2.29
$γ_{6}$	-1.1150	-2.29
$γ_{7}$	1.2777	2.43
$γ_{8}$	-2.1665	-2.97
$γ_{9}$	2.1198	2.56
$γ_{10}$	-1.0078	-1.14

Estimation Period:
Dec 23, 2010 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts