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

V-Lab

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V-Lab

HD Hyundai Infracore Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:46.49% (-0.66%)

Analysis last updated: Thursday, May 2, 2024 at 11:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2506	4.37
$α$	0.0511	4.97
$β$	0.9184	49.90
$γ_{1}$	-0.0473	-0.75
$γ_{2}$	0.1438	1.61
$γ_{3}$	-0.2224	-3.38
$γ_{4}$	0.2543	3.39
$γ_{5}$	-0.2208	-2.83
$γ_{6}$	0.1671	2.50
$γ_{7}$	-0.1125	-2.65

Estimation Period:
Feb 2, 2001 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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