V-Lab: SK Hynix Inc MF2-GARCH Volatility Analysis

V-Lab

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V-Lab

SK Hynix Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:38.82% (-0.66%)

Analysis last updated: Thursday, May 16, 2024 at 11:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	31
$α$	0.0266	10.61
$β$	0.8189	61.87
$γ$	0.0763	17.28
$λ_{1}$	0.0310	2.06
$λ_{2}$	0.0390	3.13
$λ_{3}$	0.9580	71.78

Estimation Period:
Dec 26, 1996 to May 14, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts