V-Lab: Hyosung Corp Spline-GARCH Volatility Analysis

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V-Lab

Hyosung Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:24.82% (-0.34%)

Analysis last updated: Thursday, May 9, 2024 at 11:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6804	6.94
$α$	0.0890	4.84
$β$	0.8413	29.50
$γ_{1}$	-0.0656	-1.51
$γ_{2}$	0.1724	2.68
$γ_{3}$	-0.2247	-4.46
$γ_{4}$	0.1276	2.54
$γ_{5}$	0.0573	1.15
$γ_{6}$	-0.1610	-3.10
$γ_{7}$	0.1578	3.07
$γ_{8}$	-0.0498	-0.91
$γ_{9}$	-0.1002	-1.40
$γ_{10}$	0.2091	1.57

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts