V-Lab: Hyundai GF Holdings APARCH Volatility Analysis

V-Lab

| |

V-Lab

Hyundai GF Holdings APARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:34.71% (-0.87%)

Analysis last updated: Thursday, May 16, 2024 at 11:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3880	2.24
$α$	0.0559	6.12
$β$	0.8923	124.58
$γ$	0.0541	5.22
$δ$	2.8174	8.72

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts