V-Lab: Hyundai Mobis Co Ltd MF2-GARCH Volatility Analysis

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V-Lab

Hyundai Mobis Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:31.52% (-0.75%)

Analysis last updated: Thursday, May 9, 2024 at 12:39 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0455	15.31
$β$	0.8642	118.05
$γ$	0.0520	12.73
$λ_{1}$	0.0443	4.88
$λ_{2}$	0.0413	4.54
$λ_{3}$	0.9522	91.64

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts