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

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V-Lab

HL D&I HALLA CORP Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:14.82% (+1.06%)

Analysis last updated: Sunday, May 19, 2024 at 12:14 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9044	5.47
$α$	0.0986	8.21
$β$	0.8425	43.80
$γ_{1}$	0.1319	2.10
$γ_{2}$	-0.3255	-3.53
$γ_{3}$	0.3075	4.31
$γ_{4}$	-0.1035	-1.37
$γ_{5}$	-0.0579	-0.77
$γ_{6}$	0.0422	0.66
$γ_{7}$	0.0645	1.08
$γ_{8}$	-0.0833	-0.83
$γ_{9}$	-0.1408	-0.89

Estimation Period:
Aug 15, 1994 to May 17, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts