V-Lab
V-Lab

Hyundai Pharmaceutical Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:20.20% (-0.33%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hyundai Pharmaceutical Co Ltd S0GARCH
paramt-stat
ω0.90505.20
α0.18677.08
β0.749228.42
γ1-0.0134-0.29
γ20.04400.62
γ3-0.1508-2.67
γ40.26424.85
γ5-0.2370-3.84
γ60.13912.29
γ7-0.0331-0.63
γ8-0.0810-1.40
γ90.11002.40
Estimation Period:
Jan 3, 1990 to Apr 30, 2024
Impact of return on volatility tomorrow
Volatility Forecasts