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

V-Lab

| |

V-Lab

Hyundai Mobis Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:30.19% (-0.79%)

Analysis last updated: Friday, May 3, 2024 at 10:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6635	6.68
$α$	0.0696	7.76
$β$	0.8795	56.54
$γ_{1}$	-0.0449	-1.06
$γ_{2}$	0.1238	2.03
$γ_{3}$	-0.2072	-5.37
$γ_{4}$	0.1752	4.78
$γ_{5}$	-0.0124	-0.34
$γ_{6}$	-0.0845	-2.13
$γ_{7}$	0.0950	2.19
$γ_{8}$	-0.0741	-1.92
$γ_{9}$	0.0411	1.61

Estimation Period:
Jan 3, 1990 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts