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

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V-Lab

Hyundai Motor Securities Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:16.39% (-0.62%)

Analysis last updated: Wednesday, May 1, 2024 at 10:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9682	7.27
$α$	0.0967	9.22
$β$	0.8501	56.48
$γ_{1}$	0.0189	0.37
$γ_{2}$	0.0764	0.96
$γ_{3}$	-0.2515	-4.19
$γ_{4}$	0.1976	3.22
$γ_{5}$	0.0562	0.88
$γ_{6}$	-0.2409	-3.86
$γ_{7}$	0.1960	3.09
$γ_{8}$	-0.0107	-0.17
$γ_{9}$	-0.1076	-1.90
$γ_{10}$	0.1088	2.99

Estimation Period:
Jun 11, 1990 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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