V-Lab: HL D&I HALLA CORP Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

HL D&I HALLA CORP Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:22.54% (+0.68%)

Analysis last updated: Wednesday, May 1, 2024 at 09:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9033	5.43
$α$	0.1050	8.37
$β$	0.8345	43.49
$γ_{1}$	0.1225	1.93
$γ_{2}$	-0.3094	-3.33
$γ_{3}$	0.2962	4.12
$γ_{4}$	-0.0975	-1.28
$γ_{5}$	-0.0541	-0.72
$γ_{6}$	0.0213	0.33
$γ_{7}$	0.1163	2.07
$γ_{8}$	-0.1977	-2.70
$γ_{9}$	0.1479	2.09

Estimation Period:
Aug 15, 1994 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts