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

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V-Lab

Hyundai Pharmaceutical Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:14.04% (-0.29%)

Analysis last updated: Thursday, May 9, 2024 at 11:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8593	4.96
$α$	0.1825	7.27
$β$	0.7533	28.76
$γ_{1}$	-0.0287	-0.60
$γ_{2}$	0.0678	0.94
$γ_{3}$	-0.1662	-2.98
$γ_{4}$	0.2778	5.19
$γ_{5}$	-0.2509	-4.16
$γ_{6}$	0.1557	2.61
$γ_{7}$	-0.0585	-1.11
$γ_{8}$	-0.0286	-0.45
$γ_{9}$	-0.0233	-0.29

Estimation Period:
Jan 3, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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