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

V-Lab

| |

V-Lab

Hyundai Mobis Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:27.57% (-0.50%)

Analysis last updated: Thursday, May 9, 2024 at 12:38 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6326	6.44
$α$	0.0697	7.72
$β$	0.8780	55.45
$γ_{1}$	-0.0650	-1.54
$γ_{2}$	0.1556	2.57
$γ_{3}$	-0.2282	-5.98
$γ_{4}$	0.1914	5.27
$γ_{5}$	-0.0227	-0.63
$γ_{6}$	-0.0809	-2.05
$γ_{7}$	0.0959	2.20
$γ_{8}$	-0.0762	-1.76
$γ_{9}$	0.0419	0.65

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts