V-Lab: Hyundai Motor Co Asy. Power MEM Volatility Analysis

V-Lab

| |

V-Lab

Hyundai Motor Co Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:29.92% (-1.73%)

Analysis last updated: Wednesday, May 15, 2024 at 11:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0781	19.22
$α$	0.1594	59.64
$β$	0.8321	343.99
$γ$	0.0441	8.60
$δ$	1.7474	34.80

Estimation Period:
Jan 3, 1990 to May 14, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts