V-Lab: Hyosung Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Hyosung Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:21.54% (-0.26%)

Analysis last updated: Saturday, May 4, 2024 at 11:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7226	7.40
$α$	0.0908	4.75
$β$	0.8357	28.63
$γ_{1}$	-0.0337	-0.79
$γ_{2}$	0.1217	1.93
$γ_{3}$	-0.1936	-3.90
$γ_{4}$	0.1107	2.24
$γ_{5}$	0.0608	1.24
$γ_{6}$	-0.1576	-3.07
$γ_{7}$	0.1580	3.09
$γ_{8}$	-0.0650	-1.18
$γ_{9}$	-0.0549	-0.80
$γ_{10}$	0.0935	1.66

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

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Volatility Forecasts

Volatility Forecasts