V-Lab: Hyundai Corp Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Hyundai Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 14th, 2024:58.81% (-3.92%)

Analysis last updated: Wednesday, May 15, 2024 at 02:28 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4952	7.49
$α$	0.0997	9.77
$β$	0.8654	60.71
$γ_{1}$	-0.0134	-7.03
$γ_{2}$	0.0189	5.94

Estimation Period:
Jan 3, 1990 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts