V-Lab: Hyundai Motor Co Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Hyundai Motor Co Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:31.67% (+1.68%)

Analysis last updated: Saturday, May 4, 2024 at 11:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8280	6.93
$α$	0.0596	6.88
$β$	0.9105	76.98
$γ_{1}$	0.0148	0.42
$γ_{2}$	0.0409	0.81
$γ_{3}$	-0.1949	-6.42
$γ_{4}$	0.2619	8.69
$γ_{5}$	-0.1905	-5.14
$γ_{6}$	0.0995	2.53
$γ_{7}$	-0.0464	-1.45
$γ_{8}$	0.0235	1.14

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts