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V-Lab

Hyundai GF Holdings Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:42.63% (-1.68%)
Analysis last updated: Friday, February 6, 2026 at 10:00 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hyundai GF Holdings SGARCH
paramt-stat
ω0.61126.83
α0.09088.04
β0.842638.38
γ1-0.0820-2.56
γ20.15913.41
γ3-0.1781-5.38
γ40.15464.43
γ5-0.0904-2.67
γ60.06381.88
γ7-0.0289-0.65
γ80.04770.57
γ9-0.1369-0.66
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts