V-Lab: HyosungITX Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

HyosungITX Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:8.74% (-0.08%)

Analysis last updated: Saturday, May 4, 2024 at 11:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2602	4.07
$α$	0.0785	5.66
$β$	0.8554	33.16
$γ_{1}$	-0.2762	-1.27
$γ_{2}$	0.4382	1.37
$γ_{3}$	-0.1952	-0.93
$γ_{4}$	-0.0543	-0.27
$γ_{5}$	0.1479	0.73
$γ_{6}$	0.0928	0.47
$γ_{7}$	-0.5795	-2.74
$γ_{8}$	0.7253	4.25

Estimation Period:
Oct 25, 2007 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts