V-Lab: HDC Hyundai Engineering Plastics Co Ltd Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

HDC Hyundai Engineering Plastics Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:35.56% (-0.35%)

Analysis last updated: Thursday, May 9, 2024 at 12:32 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3243	4.08
$α$	0.1196	6.73
$β$	0.8085	29.22
$γ_{1}$	0.2302	1.83
$γ_{2}$	-0.4589	-2.66
$γ_{3}$	0.3968	3.62
$γ_{4}$	-0.3046	-2.64
$γ_{5}$	0.3595	2.86
$γ_{6}$	-0.5374	-3.72
$γ_{7}$	0.8219	2.62

Estimation Period:
Sep 25, 2006 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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